+2,739.7%
MSCI vs KMX
+130.5%
+2,609.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.7% |
| 7D | +1.5% | -4.1% | +5.5% | +2.7% |
| 30D | +14.4% | +2.9% | +11.5% | +13.2% |
| 3M | +15.2% | -7.0% | +22.2% | +17.1% |
| 6M | +11.2% | +34.1% | -22.9% | -0.1% |
| YTD | +13.9% | +40.0% | -26.1% | -0.8% |
| 1Y | +12.5% | +67.2% | -54.7% | -7.7% |
| 3Y | +32.3% | -13.4% | +45.7% | +25.5% |
| 5Y | +4.9% | -65.1% | +69.9% | +28.3% |
| 10Y | +779.7% | +6.9% | +772.8% | +566.8% |
| All | +2,739.7% | +130.5% | +2,609.2% | +1,141.6% |
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