+556.2%
MS vs KMX
+2.4%
+553.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -1.7% | -2.3% | +0.5% | -0.9% |
| 30D | +0.9% | +6.3% | -5.4% | -1.5% |
| 3M | -10.8% | -7.4% | -3.5% | -9.0% |
| 6M | +0.9% | +37.9% | -37.0% | -12.1% |
| YTD | +9.8% | +39.5% | -29.7% | -6.4% |
| 1Y | +17.1% | +57.9% | -40.8% | -5.1% |
| 3Y | +175.7% | -15.0% | +190.7% | +168.3% |
| 5Y | +125.9% | -64.1% | +190.0% | +197.2% |
| 10Y | +556.2% | -1.6% | +557.8% | +420.4% |
| All | +556.2% | +2.4% | +553.8% | +420.4% |
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