+93.1%
ORCL vs KMX
-54.2%
+147.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +10.9% | -1.9% | +12.8% | +11.3% |
| 30D | +7.0% | +2.6% | +4.4% | +6.5% |
| 3M | -21.2% | +25.6% | -46.8% | -24.7% |
| 6M | +7.4% | +41.9% | -34.5% | -0.5% |
| YTD | -16.3% | +56.0% | -72.3% | -24.3% |
| 1Y | -32.3% | -1.8% | -30.5% | -33.5% |
| 3Y | +32.6% | -25.7% | +58.3% | +35.9% |
| 5Y | +93.1% | -54.7% | +147.8% | +128.3% |
| All | +93.1% | -54.2% | +147.3% | +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