+94.5%
MO vs KMX
-26.1%
+120.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.0% | -3.4% | +2.4% | -0.9% |
| 30D | +5.8% | +4.0% | +1.8% | +5.7% |
| 3M | -4.5% | +24.8% | -29.3% | -5.0% |
| 6M | +5.7% | +43.6% | -37.9% | +4.9% |
| YTD | +23.1% | +56.6% | -33.5% | +21.7% |
| 1Y | +10.9% | +2.2% | +8.7% | +10.9% |
| All | +94.5% | -26.1% | +120.5% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling