+6,286.2%
MSFT vs KMX
+475.4%
+5,810.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.2% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +2.7% | +11.7% | -9.0% | +0.9% |
| 3M | +17.0% | +34.9% | -17.9% | +11.0% |
| 6M | +23.8% | +50.3% | -26.4% | +14.8% |
| YTD | +4.0% | +63.8% | -59.8% | -5.2% |
| 1Y | -0.8% | +3.8% | -4.7% | -3.9% |
| 3Y | +55.6% | -24.3% | +79.9% | +55.4% |
| 5Y | +72.9% | -50.2% | +123.1% | +80.7% |
| 10Y | +875.8% | +5.4% | +870.4% | +779.7% |
| All | +6,286.2% | +475.4% | +5,810.8% | +4,084.9% |
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