+160.4%
MS vs KMX
-22.6%
+183.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -1.6% | -7.4% | +5.8% | +0.4% |
| 30D | -3.8% | -3.4% | -0.4% | -3.1% |
| 3M | -14.6% | -11.3% | -3.3% | -12.3% |
| 6M | -5.1% | +30.6% | -35.6% | -13.1% |
| YTD | +4.5% | +33.2% | -28.7% | -6.3% |
| 1Y | +13.5% | +66.7% | -53.2% | -5.2% |
| 3Y | +160.4% | -22.1% | +182.5% | +176.1% |
| All | +160.4% | -22.6% | +183.0% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling