+2.8%
MOS vs KMX
+13.6%
-10.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.1% |
| 7D | +19.7% | -4.1% | +23.7% | +21.3% |
| 30D | +21.5% | +2.9% | +18.7% | +20.1% |
| 3M | -0.4% | -7.0% | +6.6% | +1.6% |
| 6M | +4.5% | +34.1% | -29.6% | -6.6% |
| YTD | -2.9% | +40.0% | -42.9% | -16.0% |
| 1Y | -7.7% | +67.2% | -74.9% | -25.2% |
| 3Y | -25.6% | -13.4% | -12.2% | -28.9% |
| 5Y | -31.2% | -65.1% | +33.9% | -10.2% |
| 10Y | +2.8% | +6.9% | -4.1% | -22.9% |
| All | +2.8% | +13.6% | -10.7% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling