+17.1%
MS vs KMX
+60.9%
-43.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -1.7% | -2.3% | +0.5% | -1.4% |
| 30D | +0.9% | +6.3% | -5.4% | -0.1% |
| 3M | -10.8% | -7.4% | -3.5% | -9.9% |
| 6M | +0.9% | +37.9% | -37.0% | -6.4% |
| YTD | +9.8% | +39.5% | -29.7% | +0.6% |
| 1Y | +17.1% | +57.9% | -40.8% | +4.0% |
| All | +17.1% | +60.9% | -43.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling