+631.0%
MSCI vs KMX
+3.6%
+627.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | -1.2% | +2.6% | -3.7% | -1.8% |
| 3M | -8.4% | +25.6% | -34.0% | -14.3% |
| 6M | -1.0% | +41.9% | -42.9% | -11.0% |
| YTD | -2.3% | +56.0% | -58.3% | -14.9% |
| 1Y | -1.2% | -1.8% | +0.6% | -4.3% |
| 3Y | +7.9% | -25.7% | +33.7% | +9.3% |
| 5Y | -10.1% | -54.7% | +44.7% | +1.1% |
| 10Y | +631.0% | +9.2% | +621.8% | +516.0% |
| All | +631.0% | +3.6% | +627.4% | +516.0% |
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 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