+2,417.1%
MSCI vs KMX
+169.7%
+2,247.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +0.6% | +11.7% | -11.1% | -2.8% |
| 3M | -7.1% | +34.9% | -42.0% | -16.1% |
| 6M | +0.8% | +50.3% | -49.4% | -12.9% |
| YTD | +1.0% | +63.8% | -62.8% | -15.7% |
| 1Y | +4.3% | +3.8% | +0.5% | -2.2% |
| 3Y | +9.9% | -24.3% | +34.2% | +9.4% |
| 5Y | -6.8% | -50.2% | +43.5% | +1.8% |
| 10Y | +614.7% | +5.4% | +609.3% | +450.2% |
| All | +2,417.1% | +169.7% | +2,247.5% | +954.6% |
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