+4.9%
MSFT vs KMX
+55.6%
-50.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -1.3% | +3.4% | -4.6% | -1.4% |
| 30D | -1.8% | +6.8% | -8.7% | -2.2% |
| 3M | +5.6% | -11.4% | +17.0% | +6.1% |
| 6M | +29.8% | +43.6% | -13.8% | +28.3% |
| YTD | +9.0% | +37.7% | -28.7% | +9.7% |
| 1Y | +4.9% | +53.0% | -48.0% | +6.6% |
| All | +4.9% | +55.6% | -50.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling