+188.9%
TECH vs KMX
+3.6%
+185.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | +0.3% | +2.6% | -2.3% | -0.6% |
| 3M | +32.9% | +25.6% | +7.4% | +24.0% |
| 6M | +32.1% | +41.9% | -9.8% | +17.8% |
| YTD | +23.4% | +56.0% | -32.6% | +7.1% |
| 1Y | +34.1% | -1.8% | +35.8% | +30.2% |
| 3Y | +2.2% | -25.7% | +27.9% | +5.4% |
| 5Y | -41.8% | -54.7% | +12.9% | -35.3% |
| 10Y | +188.9% | +9.2% | +179.7% | +152.4% |
| All | +188.9% | +3.6% | +185.3% | +152.4% |
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