+282.4%
MXL vs KMX
+145.0%
+137.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +19.0% | -1.9% | +20.8% | +19.8% |
| 30D | +4.5% | +2.6% | +1.9% | +3.1% |
| 3M | -1.5% | +25.6% | -27.1% | -11.5% |
| 6M | +348.6% | +41.9% | +306.8% | +274.1% |
| YTD | +310.3% | +56.0% | +254.2% | +223.7% |
| 1Y | +344.7% | -1.8% | +346.5% | +320.8% |
| 3Y | +211.2% | -25.7% | +236.9% | +225.6% |
| 5Y | +34.8% | -54.7% | +89.6% | +69.8% |
| 10Y | +286.5% | +9.2% | +277.4% | +197.6% |
| All | +282.4% | +145.0% | +137.4% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling