-75.4%
QS vs KMX
-54.8%
-20.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.0% |
| 7D | -5.0% | -3.4% | -1.6% | -3.2% |
| 30D | -18.3% | +4.0% | -22.3% | -20.4% |
| 3M | -26.0% | +24.8% | -50.8% | -35.7% |
| 6M | -24.0% | +43.6% | -67.7% | -40.9% |
| YTD | -50.3% | +56.6% | -106.9% | -63.6% |
| 1Y | -38.0% | +2.2% | -40.2% | -43.2% |
| 3Y | -24.6% | -25.4% | +0.8% | -19.8% |
| 5Y | -75.4% | -55.0% | -20.4% | -65.1% |
| All | -75.4% | -54.8% | -20.6% | -65.1% |
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 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