+1,181.4%
MET vs KMX
+3,130.4%
-1,949.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -2.3% | +4.1% | -6.4% | -3.7% |
| 3M | +13.9% | +27.5% | -13.6% | +4.5% |
| 6M | +34.8% | +43.6% | -8.8% | +17.7% |
| YTD | +23.5% | +56.8% | -33.2% | +4.1% |
| 1Y | +23.4% | -1.3% | +24.7% | +17.6% |
| 3Y | +64.9% | -25.4% | +90.3% | +66.7% |
| 5Y | +82.0% | -53.9% | +135.9% | +102.7% |
| 10Y | +244.4% | +0.7% | +243.7% | +188.1% |
| All | +1,181.4% | +3,130.4% | -1,949.0% | +526.0% |
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