-23.3%
MKC vs KMX
+5.0%
-28.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -5.9% | +1.9% | -7.8% | -6.0% |
| 30D | -0.9% | +11.7% | -12.6% | -1.8% |
| 3M | +12.7% | +34.9% | -22.2% | +9.4% |
| 6M | -19.3% | +50.3% | -69.6% | -22.7% |
| YTD | -22.2% | +63.8% | -85.9% | -25.9% |
| 1Y | -23.3% | +3.8% | -27.2% | -25.4% |
| All | -23.3% | +5.0% | -28.3% | -25.4% |
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