+33.3%
MELI vs KMX
-25.1%
+58.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.1% | -3.1% | -1.0% | -3.6% |
| 30D | +3.8% | +4.4% | -0.7% | +3.1% |
| 3M | +17.8% | +18.9% | -1.1% | +14.5% |
| 6M | +7.4% | +44.3% | -36.8% | +0.7% |
| YTD | -5.8% | +58.7% | -64.5% | -13.2% |
| 1Y | -18.9% | +0.1% | -19.0% | -21.2% |
| 3Y | +33.3% | -24.4% | +57.8% | +24.8% |
| All | +33.3% | -25.1% | +58.4% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling