-18.3%
MKC vs KMX
+35.0%
-53.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +5.0% |
| 7D | +9.6% | +2.1% | +7.5% | +9.3% |
| 30D | +12.0% | +0.5% | +11.5% | +11.8% |
| 3M | -2.0% | -4.1% | +2.1% | -1.8% |
| 6M | +7.2% | +49.5% | -42.3% | +2.4% |
| YTD | -23.7% | +42.7% | -66.4% | -26.8% |
| 1Y | -18.3% | +35.3% | -53.6% | -21.5% |
| All | -18.3% | +35.0% | -53.3% | -21.5% |
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