+37.0%
MDT vs KMX
+11.6%
+25.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.8% |
| 30D | +0.2% | +4.4% | -4.2% | -0.7% |
| 3M | +14.3% | +18.9% | -4.7% | +9.9% |
| 6M | +4.0% | +44.3% | -40.3% | -4.5% |
| YTD | -3.7% | +58.7% | -62.4% | -13.8% |
| 1Y | -0.4% | +0.1% | -0.5% | -3.1% |
| 3Y | +23.3% | -24.4% | +47.8% | +23.9% |
| 5Y | -18.9% | -54.4% | +35.5% | -11.0% |
| All | +37.0% | +11.6% | +25.4% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling