+13.8%
ORCL vs KMX
-14.8%
+28.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +8.0% | +3.4% | +4.6% | +7.4% |
| 30D | -4.0% | +6.8% | -10.8% | -5.1% |
| 3M | -19.5% | -11.4% | -8.1% | -18.3% |
| 6M | -33.5% | +43.6% | -77.0% | -37.3% |
| YTD | -34.8% | +37.7% | -72.6% | -39.0% |
| 1Y | -41.6% | +53.0% | -94.6% | -46.5% |
| 3Y | +13.8% | -16.3% | +30.1% | +14.5% |
| All | +13.8% | -14.8% | +28.5% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling