+3,814.7%
MO vs KMX
+448.1%
+3,366.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.3% |
| 30D | +3.6% | +2.6% | +1.0% | +3.4% |
| 3M | -3.7% | +25.6% | -29.3% | -5.6% |
| 6M | +4.5% | +41.9% | -37.4% | +1.2% |
| YTD | +21.5% | +56.0% | -34.5% | +16.6% |
| 1Y | +9.5% | -1.8% | +11.3% | +8.3% |
| 3Y | +93.6% | -25.7% | +119.3% | +93.5% |
| 5Y | +97.5% | -54.7% | +152.2% | +102.3% |
| 10Y | +111.2% | +9.2% | +102.0% | +99.6% |
| All | +3,814.7% | +448.1% | +3,366.6% | +3,590.5% |
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