+919.7%
MOD vs KMX
+475.4%
+444.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +9.6% | +1.9% | +7.7% | +8.9% |
| 30D | 0.0% | +11.7% | -11.7% | -3.6% |
| 3M | -35.4% | +34.9% | -70.3% | -41.7% |
| 6M | -7.3% | +50.3% | -57.5% | -20.0% |
| YTD | +45.8% | +63.8% | -18.0% | +21.0% |
| 1Y | +43.1% | +3.8% | +39.3% | +34.7% |
| 3Y | +297.7% | -24.3% | +321.9% | +307.5% |
| 5Y | +1,478.8% | -50.2% | +1,529.0% | +1,681.4% |
| 10Y | +1,633.4% | +5.4% | +1,628.0% | +1,436.5% |
| All | +919.7% | +475.4% | +444.3% | +474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling