+1,527.5%
META vs KMX
+124.5%
+1,403.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +6.7% | +1.9% | +4.8% | +6.2% |
| 30D | +4.8% | +11.7% | -6.9% | +1.6% |
| 3M | -1.6% | +34.9% | -36.5% | -9.7% |
| 6M | -7.5% | +50.3% | -57.7% | -18.5% |
| YTD | -6.4% | +63.8% | -70.2% | -20.3% |
| 1Y | -17.3% | +3.8% | -21.2% | -21.4% |
| 3Y | +109.9% | -24.3% | +134.2% | +112.3% |
| 5Y | +65.4% | -50.2% | +115.6% | +82.2% |
| 10Y | +391.8% | +5.4% | +386.4% | +328.9% |
| All | +1,527.5% | +124.5% | +1,403.0% | +1,158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling