+133.1%
QSR vs KMX
+11.6%
+121.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -4.0% | -3.1% | -0.9% | -3.2% |
| 30D | +2.8% | +4.4% | -1.7% | +1.6% |
| 3M | +5.1% | +18.9% | -13.8% | -0.1% |
| 6M | +8.8% | +44.3% | -35.5% | -2.8% |
| YTD | +14.8% | +58.7% | -43.9% | -0.5% |
| 1Y | +25.7% | +0.1% | +25.6% | +21.3% |
| 3Y | +27.5% | -24.4% | +52.0% | +28.3% |
| 5Y | +41.3% | -54.4% | +95.7% | +61.5% |
| All | +133.1% | +11.6% | +121.5% | +93.4% |
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