+872.1%
MSFT vs KMX
+10.2%
+861.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.5% | -3.4% | -0.1% | -2.8% |
| 30D | -2.1% | +4.0% | -6.1% | -2.9% |
| 3M | +24.2% | +24.8% | -0.6% | +17.8% |
| 6M | +21.9% | +43.6% | -21.8% | +11.2% |
| YTD | +2.5% | +56.6% | -54.2% | -8.7% |
| 1Y | -0.8% | +2.2% | -3.0% | -4.2% |
| 3Y | +50.8% | -25.4% | +76.2% | +52.0% |
| 5Y | +73.5% | -55.0% | +128.5% | +92.5% |
| All | +872.1% | +10.2% | +861.9% | +755.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling