+4,413.6%
ORCL vs KMX
+475.4%
+3,938.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.9% |
| 7D | +5.3% | +1.9% | +3.4% | +4.9% |
| 30D | +10.0% | +11.7% | -1.7% | +7.7% |
| 3M | -32.6% | +34.9% | -67.5% | -36.6% |
| 6M | +4.9% | +50.3% | -45.3% | -3.8% |
| YTD | -17.8% | +63.8% | -81.5% | -26.2% |
| 1Y | -28.0% | +3.8% | -31.8% | -30.6% |
| 3Y | +36.0% | -24.3% | +60.3% | +36.4% |
| 5Y | +88.7% | -50.2% | +138.9% | +99.2% |
| 10Y | +346.9% | +5.4% | +341.5% | +292.7% |
| All | +4,413.6% | +475.4% | +3,938.2% | +2,098.1% |
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