+119.2%
ORLY vs KMX
-54.8%
+174.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | -2.4% | -3.1% | +0.8% | -2.0% |
| 30D | -6.8% | +4.4% | -11.2% | -7.3% |
| 3M | -4.8% | +18.9% | -23.7% | -6.9% |
| 6M | -9.1% | +44.3% | -53.4% | -13.5% |
| YTD | -5.9% | +58.7% | -64.6% | -11.8% |
| 1Y | -20.4% | +0.1% | -20.5% | -21.4% |
| 3Y | +36.6% | -24.4% | +61.0% | +37.8% |
| All | +119.2% | -54.8% | +174.0% | +143.6% |
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