+436.0%
META vs KMX
+6.5%
+429.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | -10.8% | +3.0% | -13.8% | -11.9% |
| 3M | +7.9% | -7.8% | +15.7% | +9.8% |
| 6M | +5.4% | +34.3% | -28.9% | -4.3% |
| YTD | -2.6% | +40.2% | -42.8% | -14.7% |
| 1Y | +1.9% | +63.0% | -61.1% | -15.2% |
| 3Y | +97.0% | -14.5% | +111.4% | +90.3% |
| 5Y | +97.6% | -64.3% | +162.0% | +140.2% |
| 10Y | +436.0% | +2.8% | +433.3% | +411.4% |
| All | +436.0% | +6.5% | +429.6% | +411.4% |
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