+6,560.0%
MSFT vs KMX
+389.9%
+6,170.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +3.6% | -7.4% | +11.0% | +4.6% |
| 6M | +26.8% | +37.9% | -11.1% | +19.5% |
| YTD | +8.4% | +39.5% | -31.0% | +1.1% |
| 1Y | +3.3% | +57.9% | -54.6% | -5.8% |
| 3Y | +44.3% | -15.0% | +59.2% | +41.3% |
| 5Y | +63.3% | -64.1% | +127.4% | +79.7% |
| 10Y | +894.4% | -1.6% | +896.0% | +806.4% |
| All | +6,560.0% | +389.9% | +6,170.1% | +4,365.3% |
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 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