-2.7%
MSCI vs KMX
+0.2%
-2.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -1.7% | +4.1% | -5.8% | -1.8% |
| 3M | -8.2% | +27.5% | -35.7% | -9.0% |
| 6M | -2.4% | +43.6% | -46.0% | -4.0% |
| YTD | -2.8% | +56.8% | -59.6% | -4.5% |
| 1Y | -2.7% | -1.3% | -1.3% | -3.8% |
| All | -2.7% | +0.2% | -2.9% | -3.8% |
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 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