+52.5%
NDAQ vs KMX
-54.2%
+106.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -1.5% | +2.6% | -4.0% | -1.9% |
| 3M | +8.0% | +25.6% | -17.5% | +3.3% |
| 6M | +7.7% | +41.9% | -34.1% | +0.1% |
| YTD | -2.3% | +56.0% | -58.4% | -11.2% |
| 1Y | +0.6% | -1.8% | +2.3% | -1.0% |
| 3Y | +90.9% | -25.7% | +116.7% | +95.5% |
| 5Y | +52.5% | -54.7% | +107.2% | +70.5% |
| All | +52.5% | -54.2% | +106.6% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling