-7.5%
MSCI vs KMX
-50.1%
+42.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +0.6% | +11.7% | -11.1% | -1.8% |
| 3M | -7.1% | +34.9% | -42.0% | -13.7% |
| 6M | +0.8% | +50.3% | -49.4% | -9.3% |
| YTD | +1.0% | +63.8% | -62.8% | -11.6% |
| 1Y | +4.3% | +3.8% | +0.5% | +1.0% |
| 3Y | +9.9% | -24.3% | +34.2% | +12.9% |
| All | -7.5% | -50.1% | +42.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling