+85.1%
MET vs KMX
-54.8%
+140.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -2.5% | -3.4% | +0.9% | -1.7% |
| 30D | 0.0% | +4.0% | -4.0% | -0.9% |
| 3M | +13.1% | +24.8% | -11.7% | +7.0% |
| 6M | +39.0% | +43.6% | -4.6% | +26.2% |
| YTD | +25.2% | +56.6% | -31.4% | +10.7% |
| 1Y | +25.6% | +2.2% | +23.4% | +21.4% |
| 3Y | +67.1% | -25.4% | +92.5% | +71.5% |
| 5Y | +85.1% | -55.0% | +140.1% | +100.8% |
| All | +85.1% | -54.8% | +140.0% | +100.8% |
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 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