+42.7%
MKSI vs KMX
+35.0%
+7.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.1% |
| 7D | -10.7% | +2.1% | -12.8% | -10.8% |
| 30D | -30.5% | +0.5% | -31.0% | -30.5% |
| 3M | -39.2% | -4.1% | -35.0% | -39.0% |
| 6M | -33.0% | +49.5% | -82.5% | -33.5% |
| YTD | +22.3% | +42.7% | -20.4% | +25.7% |
| 1Y | +42.7% | +35.3% | +7.4% | +46.9% |
| All | +42.7% | +35.0% | +7.7% | +46.9% |
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