+224.4%
MRK vs KMX
+11.6%
+212.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -4.3% | -3.1% | -1.1% | -4.0% |
| 30D | +8.3% | +4.4% | +3.8% | +7.8% |
| 3M | +20.0% | +18.9% | +1.1% | +17.9% |
| 6M | +25.7% | +44.3% | -18.6% | +20.8% |
| YTD | +38.7% | +58.7% | -20.0% | +31.8% |
| 1Y | +74.7% | +0.1% | +74.6% | +72.4% |
| 3Y | +45.4% | -24.4% | +69.8% | +45.6% |
| 5Y | +129.0% | -54.4% | +183.5% | +137.6% |
| All | +224.4% | +11.6% | +212.8% | +186.4% |
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