+1,066.1%
MMM vs KMX
+378.0%
+688.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +14.4% | +3.5% | +10.9% | +13.8% |
| 3M | +1.8% | -10.4% | +12.2% | +3.3% |
| 6M | +31.3% | +37.6% | -6.3% | +24.3% |
| YTD | +18.0% | +36.1% | -18.1% | +11.1% |
| 1Y | +10.9% | +52.8% | -41.9% | +2.4% |
| 3Y | +160.6% | -17.0% | +177.6% | +159.8% |
| 5Y | +44.5% | -64.7% | +109.2% | +59.3% |
| 10Y | +75.9% | -4.0% | +79.9% | +64.9% |
| All | +1,066.1% | +378.0% | +688.1% | +886.1% |
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