+604.5%
XYZ vs KMX
+3.6%
+600.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -3.7% | -1.9% | -1.9% | -2.7% |
| 30D | +0.5% | +2.6% | -2.0% | -0.9% |
| 3M | +16.3% | +25.6% | -9.3% | +1.2% |
| 6M | +21.1% | +41.9% | -20.7% | -3.7% |
| YTD | +22.0% | +56.0% | -34.0% | -8.6% |
| 1Y | +5.2% | -1.8% | +6.9% | -1.6% |
| 3Y | +49.6% | -25.7% | +75.3% | +58.5% |
| 5Y | -68.4% | -54.7% | -13.7% | -56.7% |
| 10Y | +604.5% | +9.2% | +595.4% | +487.5% |
| All | +604.5% | +3.6% | +600.9% | +487.5% |
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 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