+363.0%
NDAQ vs KMX
+11.6%
+351.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.6% | -3.1% | -2.4% | -4.9% |
| 30D | -4.4% | +4.4% | -8.8% | -5.3% |
| 3M | +5.9% | +18.9% | -13.0% | +1.5% |
| 6M | +7.7% | +44.3% | -36.5% | -1.8% |
| YTD | -5.2% | +58.7% | -63.9% | -15.7% |
| 1Y | -3.4% | +0.1% | -3.5% | -6.1% |
| 3Y | +85.6% | -24.4% | +110.1% | +87.7% |
| 5Y | +49.5% | -54.4% | +103.9% | +65.2% |
| All | +363.0% | +11.6% | +351.4% | +289.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling