+192.1%
QSR vs KMX
+2.2%
+190.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +5.7% | +2.6% | +3.1% | +5.0% |
| 3M | +6.9% | +25.6% | -18.6% | -0.3% |
| 6M | +6.9% | +41.9% | -35.0% | -4.9% |
| YTD | +14.9% | +56.0% | -41.1% | -1.0% |
| 1Y | +29.1% | -1.8% | +30.9% | +24.6% |
| 3Y | +26.1% | -25.7% | +51.9% | +27.1% |
| 5Y | +42.3% | -54.7% | +97.1% | +62.3% |
| 10Y | +134.0% | +9.2% | +124.8% | +66.7% |
| All | +192.1% | +2.2% | +190.0% | +101.1% |
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 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