+3,212.5%
ORCL vs KMX
+368.0%
+2,844.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -11.2% | -7.4% | -3.8% | -10.0% |
| 30D | -18.8% | -3.4% | -15.5% | -18.5% |
| 3M | -18.8% | -11.3% | -7.4% | -17.2% |
| 6M | -39.7% | +30.6% | -70.3% | -43.2% |
| YTD | -39.6% | +33.2% | -72.9% | -43.9% |
| 1Y | -51.7% | +66.7% | -118.5% | -57.2% |
| 3Y | +10.2% | -22.1% | +32.3% | +9.9% |
| 5Y | +30.8% | -66.7% | +97.5% | +48.7% |
| 10Y | +252.1% | +1.9% | +250.1% | +210.8% |
| All | +3,212.5% | +368.0% | +2,844.5% | +1,571.2% |
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