+674.0%
MRNA vs KMX
-4.9%
+679.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.3% |
| 30D | +126.1% | +4.4% | +121.7% | +124.2% |
| 3M | +190.0% | +18.9% | +171.1% | +178.1% |
| 6M | +157.2% | +44.3% | +112.9% | +135.0% |
| YTD | +388.2% | +58.7% | +329.5% | +336.6% |
| 1Y | +467.0% | +0.1% | +466.9% | +451.7% |
| 3Y | +36.1% | -24.4% | +60.5% | +38.7% |
| 5Y | -68.0% | -54.4% | -13.5% | -67.8% |
| All | +674.0% | -4.9% | +679.0% | +710.3% |
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