+157.0%
MKSI vs KMX
+5.0%
+152.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.2% | +4.2% |
| 7D | +1.8% | +1.9% | -0.1% | +1.6% |
| 30D | -16.8% | +11.7% | -28.5% | -17.9% |
| 3M | -21.1% | +34.9% | -56.0% | -23.8% |
| 6M | +10.8% | +50.3% | -39.4% | +5.9% |
| YTD | +63.3% | +63.8% | -0.5% | +57.4% |
| 1Y | +157.0% | +3.8% | +153.1% | +176.4% |
| All | +157.0% | +5.0% | +152.0% | +176.4% |
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