+31,201.8%
ORLY vs KMX
+448.1%
+30,753.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.0% | -1.9% | +0.8% | -0.7% |
| 30D | -6.7% | +2.6% | -9.2% | -7.1% |
| 3M | -3.8% | +25.6% | -29.4% | -8.1% |
| 6M | -9.0% | +41.9% | -50.9% | -15.5% |
| YTD | -5.6% | +56.0% | -61.7% | -14.2% |
| 1Y | -19.5% | -1.8% | -17.7% | -21.6% |
| 3Y | +34.7% | -25.7% | +60.5% | +34.6% |
| 5Y | +118.0% | -54.7% | +172.8% | +131.1% |
| 10Y | +364.1% | +9.2% | +354.9% | +307.3% |
| All | +31,201.8% | +448.1% | +30,753.7% | +18,257.2% |
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