+1,564.8%
QQQ vs KMX
+2,823.2%
-1,258.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | -0.6% | +2.6% | -3.2% | -1.2% |
| 3M | +1.3% | +25.6% | -24.3% | -3.7% |
| 6M | +18.1% | +41.9% | -23.7% | +8.7% |
| YTD | +16.9% | +56.0% | -39.2% | +5.0% |
| 1Y | +24.0% | -1.8% | +25.8% | +20.5% |
| 3Y | +95.6% | -25.7% | +121.3% | +97.0% |
| 5Y | +94.5% | -54.7% | +149.3% | +110.9% |
| 10Y | +571.7% | +9.2% | +562.6% | +487.7% |
| All | +1,564.8% | +2,823.2% | -1,258.4% | +733.5% |
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