+578.8%
MS vs KMX
+13.6%
+565.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.3% |
| 7D | +0.7% | -4.1% | +4.8% | +2.2% |
| 30D | -0.9% | +2.9% | -3.8% | -2.2% |
| 3M | -13.0% | -7.0% | -6.0% | -11.3% |
| 6M | -2.0% | +34.1% | -36.1% | -13.7% |
| YTD | +7.8% | +40.0% | -32.3% | -8.3% |
| 1Y | +17.9% | +67.2% | -49.4% | -6.5% |
| 3Y | +174.8% | -13.4% | +188.2% | +165.5% |
| 5Y | +119.9% | -65.1% | +184.9% | +193.2% |
| 10Y | +578.8% | +6.9% | +571.9% | +414.8% |
| All | +578.8% | +13.6% | +565.3% | +414.8% |
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