+86.4%
META vs KMX
-64.6%
+151.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +5.2% | +3.4% | +1.8% | +4.1% |
| 30D | -13.0% | +6.8% | -19.8% | -15.1% |
| 3M | +7.9% | -11.4% | +19.3% | +11.4% |
| 6M | +4.2% | +43.6% | -39.3% | -8.1% |
| YTD | -2.5% | +37.7% | -40.3% | -15.5% |
| 1Y | +5.6% | +53.0% | -47.4% | -12.3% |
| 3Y | +96.8% | -16.3% | +113.1% | +88.9% |
| All | +86.4% | -64.6% | +151.0% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling