+128.8%
MOD vs KMX
-13.7%
+142.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.7% |
| 7D | +8.2% | -2.3% | +10.5% | +9.1% |
| 30D | -38.2% | +6.3% | -44.5% | -39.8% |
| 3M | -46.2% | -7.4% | -38.8% | -45.3% |
| 6M | -62.5% | +37.9% | -100.4% | -67.1% |
| YTD | -20.1% | +39.5% | -59.6% | -32.1% |
| 1Y | -29.7% | +57.9% | -87.5% | -43.2% |
| All | +128.8% | -13.7% | +142.5% | +130.4% |
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