+100.0%
MSI vs KMX
-54.2%
+154.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.0% | -1.9% | -2.1% | -3.8% |
| 30D | -0.5% | +2.6% | -3.0% | -0.8% |
| 3M | +11.4% | +25.6% | -14.2% | +8.2% |
| 6M | +1.0% | +41.9% | -40.9% | -3.7% |
| YTD | +20.7% | +56.0% | -35.4% | +13.0% |
| 1Y | -2.7% | -1.8% | -0.9% | -3.5% |
| 3Y | +68.2% | -25.7% | +93.9% | +70.6% |
| 5Y | +100.0% | -54.7% | +154.7% | +121.9% |
| All | +100.0% | -54.2% | +154.1% | +121.9% |
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 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