+1,464.9%
MKC vs KMX
+450.6%
+1,014.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | 0.0% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | -2.0% | +4.1% | -6.1% | -2.3% |
| 3M | +10.0% | +27.5% | -17.5% | +7.7% |
| 6M | -18.5% | +43.6% | -62.1% | -21.1% |
| YTD | -22.4% | +56.8% | -79.2% | -25.5% |
| 1Y | -23.6% | -1.3% | -22.3% | -24.4% |
| 3Y | -30.4% | -25.4% | -5.1% | -30.3% |
| 5Y | -34.2% | -53.9% | +19.7% | -32.7% |
| 10Y | +26.8% | +0.7% | +26.2% | +21.1% |
| All | +1,464.9% | +450.6% | +1,014.3% | +1,374.0% |
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