+1,511.3%
META vs KMX
+82.6%
+1,428.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.4% |
| 7D | -0.8% | -7.4% | +6.6% | +1.2% |
| 30D | -15.4% | -3.4% | -12.0% | -15.0% |
| 3M | +3.5% | -11.3% | +14.8% | +6.4% |
| 6M | -0.3% | +30.6% | -30.8% | -8.3% |
| YTD | -7.3% | +33.2% | -40.6% | -17.0% |
| 1Y | -1.1% | +66.7% | -67.8% | -17.4% |
| 3Y | +95.1% | -22.1% | +117.1% | +94.1% |
| 5Y | +80.6% | -66.7% | +147.3% | +120.2% |
| 10Y | +410.1% | +1.9% | +408.2% | +350.9% |
| All | +1,511.3% | +82.6% | +1,428.7% | +1,210.3% |
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