+63.3%
MSFT vs KMX
-64.5%
+127.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -6.2% | -2.3% | -4.0% | -5.9% |
| 30D | -3.7% | +6.3% | -10.0% | -4.9% |
| 3M | +3.6% | -7.4% | +11.0% | +4.6% |
| 6M | +26.8% | +37.9% | -11.1% | +18.8% |
| YTD | +8.4% | +39.5% | -31.0% | +0.2% |
| 1Y | +3.3% | +57.9% | -54.6% | -7.1% |
| 3Y | +44.3% | -15.0% | +59.2% | +40.5% |
| 5Y | +63.3% | -64.1% | +127.4% | +104.5% |
| All | +63.3% | -64.5% | +127.8% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling