+1,402.1%
MOH vs KMX
+302.7%
+1,099.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.5% |
| 30D | +3.0% | +4.0% | -1.1% | +2.0% |
| 3M | +1.2% | +24.8% | -23.6% | -4.3% |
| 6M | +41.7% | +43.6% | -1.9% | +28.7% |
| YTD | +15.4% | +56.6% | -41.2% | +1.7% |
| 1Y | +11.8% | +2.2% | +9.5% | +7.1% |
| 3Y | -37.5% | -25.4% | -12.1% | -37.9% |
| 5Y | -20.6% | -55.0% | +34.4% | -14.5% |
| 10Y | +255.8% | +9.6% | +246.2% | +184.0% |
| All | +1,402.1% | +302.7% | +1,099.4% | +706.7% |
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