+27.4%
MKC vs KMX
+11.6%
+15.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.5% | -3.1% | +1.7% | -1.1% |
| 30D | -3.1% | +4.4% | -7.6% | -3.7% |
| 3M | +5.2% | +18.9% | -13.7% | +2.4% |
| 6M | -12.8% | +44.3% | -57.1% | -17.6% |
| YTD | -23.3% | +58.7% | -82.0% | -28.7% |
| 1Y | -24.1% | +0.1% | -24.2% | -25.5% |
| 3Y | -32.1% | -24.4% | -7.7% | -32.0% |
| 5Y | -32.8% | -54.4% | +21.6% | -29.8% |
| All | +27.4% | +11.6% | +15.8% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling