+6,727.2%
MCO vs KMX
+457.5%
+6,269.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -3.8% | -3.1% | -0.7% | -3.2% |
| 30D | -0.4% | +4.4% | -4.8% | -1.3% |
| 3M | +7.7% | +18.9% | -11.2% | +3.5% |
| 6M | +7.0% | +44.3% | -37.3% | -1.8% |
| YTD | -6.4% | +58.7% | -65.1% | -16.0% |
| 1Y | -7.6% | +0.1% | -7.8% | -10.5% |
| 3Y | +43.2% | -24.4% | +67.7% | +44.1% |
| 5Y | +29.6% | -54.4% | +84.0% | +40.0% |
| 10Y | +389.2% | +11.0% | +378.2% | +334.7% |
| All | +6,727.2% | +457.5% | +6,269.7% | +4,702.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling