+425.7%
META vs KMX
+13.6%
+412.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.7% |
| 7D | +5.7% | -4.1% | +9.8% | +6.9% |
| 30D | -10.8% | +2.9% | -13.6% | -11.9% |
| 3M | +8.4% | -7.0% | +15.4% | +10.1% |
| 6M | +5.4% | +34.1% | -28.7% | -4.2% |
| YTD | -2.6% | +40.0% | -42.6% | -14.6% |
| 1Y | +3.5% | +67.2% | -63.7% | -14.5% |
| 3Y | +102.0% | -13.4% | +115.4% | +94.4% |
| 5Y | +93.1% | -65.1% | +158.1% | +135.6% |
| 10Y | +425.7% | +6.9% | +418.8% | +412.6% |
| All | +425.7% | +13.6% | +412.1% | +412.6% |
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