+1,556.3%
MTB vs KMX
+475.4%
+1,081.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.3% |
| 30D | -4.2% | +11.7% | -15.9% | -6.5% |
| 3M | +8.9% | +34.9% | -26.0% | +1.5% |
| 6M | +10.9% | +50.3% | -39.4% | +0.3% |
| YTD | +21.5% | +63.8% | -42.3% | +7.4% |
| 1Y | +21.9% | +3.8% | +18.1% | +16.9% |
| 3Y | +109.2% | -24.3% | +133.5% | +112.1% |
| 5Y | +102.0% | -50.2% | +152.2% | +116.3% |
| 10Y | +171.9% | +5.4% | +166.5% | +146.6% |
| All | +1,556.3% | +475.4% | +1,081.0% | +914.1% |
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