+339.0%
MCK vs KMX
-54.8%
+393.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.9% |
| 30D | +0.4% | +4.4% | -4.0% | +0.3% |
| 3M | +12.1% | +18.9% | -6.8% | +11.7% |
| 6M | -5.4% | +44.3% | -49.7% | -6.4% |
| YTD | +7.8% | +58.7% | -50.9% | +6.2% |
| 1Y | +22.9% | +0.1% | +22.8% | +23.4% |
| 3Y | +110.7% | -24.4% | +135.2% | +113.4% |
| All | +339.0% | -54.8% | +393.8% | +380.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling