+51.2%
MMM vs KMX
+10.2%
+41.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.2% | -3.4% | +0.1% | -2.4% |
| 30D | -10.7% | +4.0% | -14.7% | -11.6% |
| 3M | +4.3% | +24.8% | -20.5% | -1.9% |
| 6M | +5.9% | +43.6% | -37.7% | -4.7% |
| YTD | +3.2% | +56.6% | -53.5% | -9.8% |
| 1Y | +8.0% | +2.2% | +5.8% | +3.7% |
| 3Y | +99.1% | -25.4% | +124.5% | +103.3% |
| 5Y | +25.7% | -55.0% | +80.8% | +40.3% |
| All | +51.2% | +10.2% | +41.0% | +30.9% |
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