+2,926.4%
V vs KMX
+210.1%
+2,716.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.2% |
| 30D | +2.0% | +11.7% | -9.7% | -1.2% |
| 3M | +17.4% | +34.9% | -17.5% | +7.0% |
| 6M | +17.5% | +50.3% | -32.8% | +2.7% |
| YTD | +7.6% | +63.8% | -56.2% | -8.9% |
| 1Y | +7.7% | +3.8% | +3.9% | +1.7% |
| 3Y | +54.7% | -24.3% | +78.9% | +54.2% |
| 5Y | +73.0% | -50.2% | +123.3% | +86.4% |
| 10Y | +390.9% | +5.4% | +385.5% | +284.2% |
| All | +2,926.4% | +210.1% | +2,716.3% | +1,246.7% |
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