+2,502.1%
SOXX vs KMX
+678.9%
+1,823.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.0% | -3.4% | +6.4% | +4.2% |
| 30D | -3.1% | +4.0% | -7.2% | -4.6% |
| 3M | -4.4% | +24.8% | -29.2% | -12.0% |
| 6M | +52.9% | +43.6% | +9.3% | +32.7% |
| YTD | +72.0% | +56.6% | +15.4% | +43.8% |
| 1Y | +105.1% | +2.2% | +102.9% | +93.0% |
| 3Y | +220.6% | -25.4% | +246.1% | +226.7% |
| 5Y | +244.8% | -55.0% | +299.8% | +301.0% |
| 10Y | +1,537.1% | +9.6% | +1,527.6% | +1,213.1% |
| All | +2,502.1% | +678.9% | +1,823.2% | +662.5% |
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