+364.9%
MXL vs KMX
+3.5%
+361.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.3% |
| 7D | +18.9% | -3.1% | +22.0% | +19.6% |
| 30D | +0.3% | +4.4% | -4.1% | -0.7% |
| 3M | -8.0% | +18.9% | -26.9% | -11.8% |
| 6M | +341.2% | +44.3% | +297.0% | +306.5% |
| YTD | +327.8% | +58.7% | +269.1% | +287.6% |
| 1Y | +364.9% | +0.1% | +364.8% | +349.1% |
| All | +364.9% | +3.5% | +361.4% | +349.1% |
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