+4,277.4%
MU vs KMX
+6.5%
+4,270.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -15.2% | +1.5% | -16.7% | -15.5% |
| 30D | -29.5% | +3.0% | -32.5% | -30.6% |
| 3M | -15.8% | -7.8% | -8.0% | -13.9% |
| 6M | -2.9% | +34.3% | -37.2% | -14.9% |
| YTD | +154.2% | +40.2% | +114.0% | +112.5% |
| 1Y | +186.6% | +63.0% | +123.6% | +123.6% |
| 3Y | +871.5% | -14.5% | +886.0% | +848.3% |
| 5Y | +911.7% | -64.3% | +976.0% | +1,277.6% |
| 10Y | +4,277.4% | +2.8% | +4,274.6% | +3,331.5% |
| All | +4,277.4% | +6.5% | +4,270.9% | +3,331.5% |
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