-22.3%
MOH vs KMX
-54.8%
+32.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.0% |
| 30D | -0.9% | +4.4% | -5.3% | -1.3% |
| 3M | +5.7% | +18.9% | -13.2% | +3.7% |
| 6M | +39.1% | +44.3% | -5.2% | +33.6% |
| YTD | +17.7% | +58.7% | -41.0% | +11.1% |
| 1Y | +8.4% | +0.1% | +8.3% | +7.0% |
| 3Y | -36.6% | -24.4% | -12.1% | -36.5% |
| All | -22.3% | -54.8% | +32.4% | -14.5% |
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