+1,082.7%
MOD vs KMX
-64.6%
+1,147.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.6% | +27.4% |
| 7D | +40.4% | +3.4% | +37.0% | +39.0% |
| 30D | -14.0% | +6.8% | -20.8% | -16.8% |
| 3M | -33.3% | -11.4% | -22.0% | -31.0% |
| 6M | -51.4% | +43.6% | -95.0% | -58.6% |
| YTD | +1.6% | +37.7% | -36.1% | -14.3% |
| 1Y | +5.4% | +53.0% | -47.6% | -15.1% |
| 3Y | +191.0% | -16.3% | +207.3% | +190.0% |
| All | +1,082.7% | -64.6% | +1,147.3% | +1,526.1% |
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 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