+3.8%
MSCI vs KMX
-66.8%
+70.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.8% |
| 7D | +2.8% | -7.4% | +10.2% | +4.5% |
| 30D | +15.4% | -3.4% | +18.8% | +16.1% |
| 3M | +13.4% | -11.3% | +24.7% | +16.0% |
| 6M | +10.9% | +30.6% | -19.7% | +3.0% |
| YTD | +13.0% | +33.2% | -20.3% | +3.0% |
| 1Y | +12.0% | +66.7% | -54.7% | -3.7% |
| 3Y | +34.1% | -22.1% | +56.2% | +33.6% |
| All | +3.8% | -66.8% | +70.6% | +44.9% |
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