+4,407.5%
MU vs KMX
-2.3%
+4,409.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | +12.8% | +3.4% | +9.4% | +11.4% |
| 30D | -14.9% | +6.8% | -21.7% | -17.4% |
| 3M | -18.0% | -11.4% | -6.7% | -15.0% |
| 6M | -3.1% | +43.6% | -46.7% | -17.2% |
| YTD | +172.9% | +37.7% | +135.2% | +129.6% |
| 1Y | +228.8% | +53.0% | +175.9% | +163.5% |
| 3Y | +950.8% | -16.3% | +967.2% | +934.1% |
| 5Y | +931.3% | -64.2% | +995.5% | +1,300.3% |
| All | +4,407.5% | -2.3% | +4,409.8% | +3,550.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling