-17.7%
META vs KMX
+4.7%
-22.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +4.8% | +11.7% | -6.9% | +3.7% |
| 3M | -1.6% | +34.9% | -36.5% | -4.0% |
| 6M | -7.5% | +50.3% | -57.7% | -10.9% |
| YTD | -6.4% | +63.8% | -70.2% | -11.1% |
| All | -17.7% | +4.7% | -22.5% | -19.7% |
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