+2,337.2%
MS vs KMX
+475.4%
+1,861.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | -0.3% | +11.7% | -11.9% | -3.7% |
| 3M | +0.3% | +34.9% | -34.6% | -9.5% |
| 6M | +31.3% | +50.3% | -18.9% | +13.4% |
| YTD | +24.7% | +63.8% | -39.1% | +4.4% |
| 1Y | +47.9% | +3.8% | +44.1% | +38.9% |
| 3Y | +178.3% | -24.3% | +202.6% | +182.1% |
| 5Y | +144.9% | -50.2% | +195.1% | +169.2% |
| 10Y | +804.5% | +5.4% | +799.2% | +661.4% |
| All | +2,337.2% | +475.4% | +1,861.9% | +1,023.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling