+3,319.5%
V vs KMX
+165.5%
+3,154.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +9.9% | +3.0% | +6.9% | +8.8% |
| 3M | +17.5% | -7.8% | +25.3% | +19.6% |
| 6M | +33.5% | +34.3% | -0.9% | +20.9% |
| YTD | +21.6% | +40.2% | -18.7% | +6.9% |
| 1Y | +27.6% | +63.0% | -35.4% | +7.1% |
| 3Y | +76.4% | -14.5% | +90.9% | +68.9% |
| 5Y | +103.8% | -64.3% | +168.2% | +143.3% |
| 10Y | +455.5% | +2.8% | +452.7% | +334.7% |
| All | +3,319.5% | +165.5% | +3,154.0% | +1,481.2% |
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