+265.1%
MU vs KMX
+35.0%
+230.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -7.2% |
| 7D | -19.1% | +2.1% | -21.3% | -19.3% |
| 30D | -25.2% | +0.5% | -25.8% | -25.4% |
| 3M | -10.9% | -4.1% | -6.8% | -10.6% |
| 6M | +38.0% | +49.5% | -11.5% | +35.3% |
| YTD | +178.8% | +42.7% | +136.1% | +169.6% |
| 1Y | +265.1% | +35.3% | +229.8% | +252.4% |
| All | +265.1% | +35.0% | +230.2% | +252.4% |
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