+197.3%
MKSI vs KMX
-25.1%
+222.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.6% |
| 7D | +2.7% | -3.1% | +5.8% | +3.8% |
| 30D | -12.8% | +4.4% | -17.2% | -14.4% |
| 3M | -22.5% | +18.9% | -41.4% | -27.8% |
| 6M | +19.4% | +44.3% | -24.9% | +2.4% |
| YTD | +67.7% | +58.7% | +9.0% | +37.3% |
| 1Y | +131.4% | +0.1% | +131.3% | +131.9% |
| 3Y | +197.3% | -24.4% | +221.8% | +215.2% |
| All | +197.3% | -25.1% | +222.4% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling