+30.0%
MTZ vs KMX
+5.0%
+25.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | -11.1% | +11.7% | -22.8% | -11.6% |
| 3M | -36.7% | +34.9% | -71.6% | -37.7% |
| 6M | -21.9% | +50.3% | -72.2% | -23.7% |
| YTD | +9.1% | +63.8% | -54.7% | +5.8% |
| 1Y | +30.0% | +3.8% | +26.1% | +26.7% |
| All | +30.0% | +5.0% | +25.0% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling