+2,222.5%
MKSI vs KMX
+3,014.7%
-792.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +2.7% | -3.1% | +5.8% | +3.6% |
| 30D | -12.8% | +4.4% | -17.2% | -14.1% |
| 3M | -22.5% | +18.9% | -41.4% | -27.0% |
| 6M | +19.4% | +44.3% | -24.9% | +5.0% |
| YTD | +67.7% | +58.7% | +9.0% | +42.2% |
| 1Y | +131.4% | +0.1% | +131.3% | +120.1% |
| 3Y | +197.3% | -24.4% | +221.8% | +207.7% |
| 5Y | +87.0% | -54.4% | +141.4% | +119.0% |
| 10Y | +522.1% | +11.0% | +511.1% | +448.7% |
| All | +2,222.5% | +3,014.7% | -792.1% | +937.6% |
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