+2,802.6%
MULL vs KMX
+5.0%
+2,797.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.8% | +11.5% |
| 7D | +17.3% | +1.9% | +15.4% | +16.7% |
| 30D | +23.5% | +11.7% | +11.8% | +19.8% |
| 3M | -24.0% | +34.9% | -58.9% | -29.6% |
| 6M | +276.7% | +50.3% | +226.5% | +233.0% |
| YTD | +565.1% | +63.8% | +501.3% | +473.0% |
| 1Y | +2,802.6% | +3.8% | +2,798.8% | +3,216.2% |
| All | +2,802.6% | +5.0% | +2,797.6% | +3,216.2% |
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