+4.6%
MKTX vs KMX
+11.6%
-7.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | +0.7% | +4.4% | -3.7% | +0.1% |
| 3M | +40.8% | +18.9% | +21.9% | +37.4% |
| 6M | -8.0% | +44.3% | -52.3% | -12.7% |
| YTD | -8.7% | +58.7% | -67.4% | -14.8% |
| 1Y | -11.8% | +0.1% | -12.0% | -13.1% |
| 3Y | -24.0% | -24.4% | +0.4% | -23.8% |
| 5Y | -60.3% | -54.4% | -5.9% | -58.1% |
| All | +4.6% | +11.6% | -7.0% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling