-0.8%
MSFT vs KMX
-0.2%
-0.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.5% | -3.4% | -0.1% | -3.3% |
| 30D | -2.1% | +4.0% | -6.1% | -2.3% |
| 3M | +24.2% | +24.8% | -0.6% | +22.8% |
| 6M | +21.9% | +43.6% | -21.8% | +19.2% |
| YTD | +2.5% | +56.6% | -54.2% | 0.0% |
| 1Y | -0.8% | +2.2% | -3.0% | -1.4% |
| All | -0.8% | -0.2% | -0.6% | -1.4% |
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