+800.3%
MS vs KMX
+5.0%
+795.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -0.3% | +11.7% | -11.9% | -4.2% |
| 3M | +0.3% | +34.9% | -34.6% | -11.0% |
| 6M | +31.3% | +50.3% | -18.9% | +10.5% |
| YTD | +24.7% | +63.8% | -39.1% | +1.0% |
| 1Y | +47.9% | +3.8% | +44.1% | +38.2% |
| 3Y | +178.3% | -24.3% | +202.6% | +185.7% |
| 5Y | +144.9% | -50.2% | +195.1% | +180.4% |
| All | +800.3% | +5.0% | +795.3% | +578.8% |
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 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