+2,518.5%
O vs KMX
+383.8%
+2,134.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | +7.1% | +6.8% | +0.3% | +5.9% |
| 3M | -5.2% | -11.4% | +6.1% | -3.7% |
| 6M | -1.8% | +43.6% | -45.3% | -8.1% |
| YTD | +9.1% | +37.7% | -28.7% | +1.7% |
| 1Y | +9.7% | +53.0% | -43.3% | +0.4% |
| 3Y | +39.1% | -16.3% | +55.4% | +36.3% |
| 5Y | +8.4% | -64.2% | +72.6% | +18.7% |
| 10Y | +80.2% | -2.8% | +83.0% | +64.5% |
| All | +2,518.5% | +383.8% | +2,134.7% | +1,614.7% |
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