+2,327.9%
NDAQ vs KMX
+482.0%
+1,845.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | +2.5% | +11.7% | -9.2% | -0.8% |
| 3M | +9.9% | +34.9% | -25.0% | +0.3% |
| 6M | +9.4% | +50.3% | -40.8% | -4.2% |
| YTD | +0.4% | +63.8% | -63.4% | -14.8% |
| 1Y | +4.0% | +3.8% | +0.2% | -1.7% |
| 3Y | +94.4% | -24.3% | +118.7% | +94.1% |
| 5Y | +56.7% | -50.2% | +106.9% | +68.7% |
| 10Y | +375.3% | +5.4% | +369.9% | +270.6% |
| All | +2,327.9% | +482.0% | +1,845.9% | +916.3% |
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