+46.1%
MRK vs KMX
-26.1%
+72.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.0% | -3.4% | -1.6% | -4.7% |
| 30D | +11.0% | +4.0% | +6.9% | +10.5% |
| 3M | +22.4% | +24.8% | -2.4% | +19.7% |
| 6M | +25.4% | +43.6% | -18.2% | +20.4% |
| YTD | +39.5% | +56.6% | -17.1% | +32.4% |
| 1Y | +78.0% | +2.2% | +75.7% | +75.5% |
| All | +46.1% | -26.1% | +72.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling