+906.4%
MOD vs KMX
+0.3%
+906.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | -25.5% | -7.4% | -18.2% | -23.4% |
| 30D | -49.0% | -3.4% | -45.6% | -48.8% |
| 3M | -49.8% | -11.3% | -38.5% | -47.9% |
| 6M | -64.8% | +30.6% | -95.3% | -69.8% |
| YTD | -27.6% | +33.2% | -60.9% | -40.3% |
| 1Y | -35.2% | +66.7% | -101.9% | -52.1% |
| 3Y | +137.1% | -22.1% | +159.2% | +137.8% |
| 5Y | +760.3% | -66.7% | +827.0% | +1,164.0% |
| All | +906.4% | +0.3% | +906.1% | +649.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling