+2,627.5%
NDAQ vs KMX
+389.4%
+2,238.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +1.3% | +3.4% | -2.1% | +0.3% |
| 30D | +18.0% | +6.8% | +11.1% | +15.6% |
| 3M | +11.5% | -11.4% | +22.9% | +14.8% |
| 6M | +21.1% | +43.6% | -22.5% | +7.8% |
| YTD | +12.8% | +37.7% | -24.9% | +0.1% |
| 1Y | +25.7% | +53.0% | -27.3% | +7.8% |
| 3Y | +116.8% | -16.3% | +133.1% | +109.8% |
| 5Y | +67.3% | -64.2% | +131.5% | +98.6% |
| 10Y | +473.3% | -2.8% | +476.2% | +355.3% |
| All | +2,627.5% | +389.4% | +2,238.2% | +1,093.5% |
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 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