+243.8%
MET vs KMX
+11.6%
+232.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.6% |
| 30D | +0.5% | +4.4% | -3.9% | -1.1% |
| 3M | +11.6% | +18.9% | -7.3% | +4.3% |
| 6M | +40.8% | +44.3% | -3.5% | +21.2% |
| YTD | +25.7% | +58.7% | -33.0% | +3.6% |
| 1Y | +24.4% | +0.1% | +24.2% | +18.2% |
| 3Y | +67.5% | -24.4% | +91.9% | +70.3% |
| 5Y | +85.8% | -54.4% | +140.2% | +118.7% |
| All | +243.8% | +11.6% | +232.2% | +149.4% |
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