+390.5%
MOD vs KMX
+368.0%
+22.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.4% |
| 7D | -25.5% | -7.4% | -18.2% | -24.0% |
| 30D | -49.0% | -3.4% | -45.6% | -48.9% |
| 3M | -49.8% | -11.3% | -38.5% | -48.4% |
| 6M | -64.8% | +30.6% | -95.3% | -68.3% |
| YTD | -27.6% | +33.2% | -60.9% | -36.4% |
| 1Y | -35.2% | +66.7% | -101.9% | -47.2% |
| 3Y | +137.1% | -22.1% | +159.2% | +139.6% |
| 5Y | +760.3% | -66.7% | +827.0% | +999.7% |
| 10Y | +938.8% | +1.9% | +936.9% | +828.8% |
| All | +390.5% | +368.0% | +22.5% | +192.3% |
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