-33.5%
MOD vs KMX
+68.9%
-102.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.8% | +9.1% |
| 7D | -13.9% | -4.1% | -9.8% | -13.5% |
| 30D | -41.5% | +2.9% | -44.4% | -42.0% |
| 3M | -45.7% | -7.0% | -38.7% | -45.2% |
| 6M | -61.1% | +34.1% | -95.3% | -63.4% |
| YTD | -20.5% | +40.0% | -60.5% | -29.1% |
| All | -33.5% | +68.9% | -102.5% | -44.0% |
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