+1,530.3%
MOD vs KMX
-50.1%
+1,580.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +9.6% | +1.9% | +7.7% | +8.9% |
| 30D | 0.0% | +11.7% | -11.7% | -4.0% |
| 3M | -35.4% | +34.9% | -70.3% | -42.5% |
| 6M | -7.3% | +50.3% | -57.5% | -21.7% |
| YTD | +45.8% | +63.8% | -18.0% | +17.2% |
| 1Y | +43.1% | +3.8% | +39.3% | +35.0% |
| 3Y | +297.7% | -24.3% | +321.9% | +316.9% |
| All | +1,530.3% | -50.1% | +1,580.4% | +1,770.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling