+558.6%
QQQ vs KMX
+11.6%
+546.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.6% | -3.1% | +2.5% | +0.2% |
| 30D | -1.2% | +4.4% | -5.7% | -2.4% |
| 3M | -0.2% | +18.9% | -19.1% | -4.9% |
| 6M | +17.9% | +44.3% | -26.4% | +6.1% |
| YTD | +16.6% | +58.7% | -42.0% | +1.8% |
| 1Y | +23.0% | +0.1% | +22.9% | +18.8% |
| 3Y | +92.9% | -24.4% | +117.4% | +95.1% |
| 5Y | +95.6% | -54.4% | +150.0% | +118.2% |
| All | +558.6% | +11.6% | +546.9% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling