-32.6%
MOD vs KMX
+35.0%
-67.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.3% | -24.7% | -21.8% |
| 7D | -31.3% | +2.1% | -33.5% | -31.6% |
| 30D | -46.1% | +0.5% | -46.6% | -46.3% |
| 3M | -51.1% | -4.1% | -47.0% | -50.9% |
| 6M | -62.1% | +49.5% | -111.6% | -64.6% |
| YTD | -26.2% | +42.7% | -68.9% | -31.3% |
| 1Y | -32.6% | +35.3% | -67.9% | -37.1% |
| All | -32.6% | +35.0% | -67.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling