+0.8%
META vs KMX
+35.0%
-34.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.2% |
| 7D | +2.9% | +2.1% | +0.7% | +2.6% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | +7.2% | -4.1% | +11.4% | +7.7% |
| 6M | +3.4% | +49.5% | -46.1% | +2.0% |
| YTD | -4.3% | +42.7% | -47.0% | -7.5% |
| 1Y | +0.8% | +35.3% | -34.5% | -2.5% |
| All | +0.8% | +35.0% | -34.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling