+955.4%
MMM vs KMX
+475.4%
+480.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.3% | +1.9% | -5.2% | -3.6% |
| 30D | -7.0% | +11.7% | -18.7% | -8.6% |
| 3M | +10.8% | +34.9% | -24.1% | +5.5% |
| 6M | +5.8% | +50.3% | -44.5% | -1.4% |
| YTD | +6.8% | +63.8% | -57.0% | -2.1% |
| 1Y | +10.4% | +3.8% | +6.5% | +7.3% |
| 3Y | +104.7% | -24.3% | +129.0% | +106.5% |
| 5Y | +23.6% | -50.2% | +73.8% | +29.5% |
| 10Y | +54.1% | +5.4% | +48.7% | +42.1% |
| All | +955.4% | +475.4% | +480.0% | +768.8% |
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