-10.7%
MLM vs KMX
+34.8%
-45.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +9.5% | +3.5% | +6.0% | +8.8% |
| 3M | -4.7% | -10.4% | +5.7% | -3.1% |
| 6M | -10.7% | +37.6% | -48.3% | -21.0% |
| All | -10.7% | +34.8% | -45.5% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling