-41.7%
TECH vs KMX
-52.4%
+10.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +0.1% | +4.1% | -4.0% | -1.4% |
| 3M | +37.5% | +27.5% | +10.0% | +26.1% |
| 6M | +34.6% | +43.6% | -9.0% | +17.2% |
| YTD | +23.5% | +56.8% | -33.3% | +4.2% |
| 1Y | +34.4% | -1.3% | +35.7% | +30.2% |
| 3Y | +2.3% | -25.4% | +27.7% | +6.3% |
| 5Y | -41.7% | -53.9% | +12.2% | -34.6% |
| All | -41.7% | -52.4% | +10.7% | -34.6% |
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