-34.0%
MOS vs KMX
-65.0%
+31.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.1% | -4.0% |
| 7D | -2.6% | 0.0% | -2.5% | -2.5% |
| 30D | +13.5% | +3.5% | +10.0% | +12.4% |
| 3M | -2.9% | -10.4% | +7.5% | -0.6% |
| 6M | -1.0% | +37.6% | -38.6% | -8.8% |
| YTD | -7.2% | +36.1% | -43.3% | -15.3% |
| 1Y | -11.4% | +52.8% | -64.2% | -21.5% |
| 3Y | -29.0% | -17.0% | -12.0% | -29.8% |
| 5Y | -34.0% | -64.7% | +30.7% | -17.2% |
| All | -34.0% | -65.0% | +31.0% | -17.2% |
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