+94.3%
ORCL vs KMX
-52.4%
+146.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +3.1% |
| 7D | +15.0% | -0.7% | +15.7% | +15.1% |
| 30D | +10.5% | +4.1% | +6.4% | +9.7% |
| 3M | -23.0% | +27.5% | -50.5% | -26.7% |
| 6M | +7.0% | +43.6% | -36.6% | -1.1% |
| YTD | -15.8% | +56.8% | -72.6% | -23.9% |
| 1Y | -31.1% | -1.3% | -29.8% | -32.3% |
| 3Y | +33.3% | -25.4% | +58.7% | +36.5% |
| 5Y | +94.3% | -53.9% | +148.2% | +128.3% |
| All | +94.3% | -52.4% | +146.7% | +128.3% |
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 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