+826.7%
MRK vs KMX
+450.6%
+376.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | +15.5% | +4.1% | +11.4% | +15.0% |
| 3M | +25.1% | +27.5% | -2.4% | +21.9% |
| 6M | +30.1% | +43.6% | -13.5% | +24.9% |
| YTD | +43.1% | +56.8% | -13.6% | +35.9% |
| 1Y | +82.5% | -1.3% | +83.8% | +80.1% |
| 3Y | +49.3% | -25.4% | +74.7% | +49.6% |
| 5Y | +130.3% | -53.9% | +184.2% | +136.7% |
| 10Y | +234.3% | +0.7% | +233.7% | +208.4% |
| All | +826.7% | +450.6% | +376.1% | +669.8% |
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