+297.0%
MXL vs KMX
+35.0%
+262.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.3% | -14.4% | -11.6% |
| 7D | -24.3% | +2.1% | -26.5% | -24.7% |
| 30D | -46.1% | +0.5% | -46.6% | -46.3% |
| 3M | -21.8% | -4.1% | -17.7% | -21.6% |
| 6M | -27.2% | +49.5% | -76.7% | -31.8% |
| YTD | +226.2% | +42.7% | +183.5% | +206.7% |
| 1Y | +297.0% | +35.3% | +261.7% | +274.2% |
| All | +297.0% | +35.0% | +262.0% | +274.2% |
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