+31.8%
MCK vs KMX
+5.0%
+26.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | +1.7% | +1.9% | -0.2% | +1.8% |
| 30D | +3.6% | +11.7% | -8.1% | +4.1% |
| 3M | +20.1% | +34.9% | -14.8% | +21.4% |
| 6M | -7.0% | +50.3% | -57.3% | -5.6% |
| YTD | +11.0% | +63.8% | -52.8% | +12.3% |
| 1Y | +31.8% | +3.8% | +28.0% | +41.1% |
| All | +31.8% | +5.0% | +26.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling