+228.8%
MU vs KMX
+55.6%
+173.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | +12.8% | +3.4% | +9.4% | +12.3% |
| 30D | -14.9% | +6.8% | -21.7% | -15.7% |
| 3M | -18.0% | -11.4% | -6.7% | -16.8% |
| 6M | -3.1% | +43.6% | -46.7% | -5.1% |
| YTD | +172.9% | +37.7% | +135.2% | +160.0% |
| 1Y | +228.8% | +53.0% | +175.9% | +192.6% |
| All | +228.8% | +55.6% | +173.2% | +192.6% |
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