+1,025.2%
MKTX vs KMX
+352.0%
+673.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.2% | -3.4% | +3.2% | +0.7% |
| 30D | +0.8% | +4.0% | -3.2% | -0.4% |
| 3M | +41.1% | +24.8% | +16.4% | +31.8% |
| 6M | -9.5% | +43.6% | -53.2% | -19.6% |
| YTD | -8.7% | +56.6% | -65.3% | -21.5% |
| 1Y | -10.0% | +2.2% | -12.2% | -14.8% |
| 3Y | -24.6% | -25.4% | +0.8% | -25.6% |
| 5Y | -60.3% | -55.0% | -5.3% | -56.5% |
| 10Y | +5.0% | +9.6% | -4.5% | -26.7% |
| All | +1,025.2% | +352.0% | +673.2% | +251.4% |
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 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