+78.2%
MNST vs KMX
-52.4%
+130.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -4.5% | +4.1% | -8.6% | -5.0% |
| 3M | -2.5% | +27.5% | -30.0% | -6.0% |
| 6M | +14.1% | +43.6% | -29.4% | +7.6% |
| YTD | +12.6% | +56.8% | -44.2% | +4.3% |
| 1Y | +36.9% | -1.3% | +38.3% | +34.7% |
| 3Y | +53.1% | -25.4% | +78.5% | +54.3% |
| 5Y | +78.2% | -53.9% | +132.1% | +97.2% |
| All | +78.2% | -52.4% | +130.6% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling