+104.2%
MTB vs KMX
-54.8%
+159.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -4.8% | +4.4% | -9.2% | -6.0% |
| 3M | +6.0% | +18.9% | -13.0% | +0.7% |
| 6M | +19.6% | +44.3% | -24.7% | +6.9% |
| YTD | +21.5% | +58.7% | -37.2% | +5.1% |
| 1Y | +24.7% | +0.1% | +24.6% | +20.8% |
| 3Y | +108.6% | -24.4% | +133.0% | +114.8% |
| All | +104.2% | -54.8% | +159.0% | +128.9% |
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