+89.0%
MGY vs KMX
-54.8%
+143.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +3.5% | -3.1% | +6.7% | +4.1% |
| 30D | +5.3% | +4.4% | +0.8% | +4.2% |
| 3M | +2.6% | +18.9% | -16.3% | -1.3% |
| 6M | -3.3% | +44.3% | -47.6% | -11.5% |
| YTD | +29.2% | +58.7% | -29.5% | +15.2% |
| 1Y | +18.0% | +0.1% | +17.9% | +15.5% |
| 3Y | +30.0% | -24.4% | +54.4% | +34.0% |
| All | +89.0% | -54.8% | +143.8% | +105.6% |
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