+577.6%
XYZ vs KMX
-4.3%
+581.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +0.8% |
| 7D | +14.9% | -4.1% | +19.0% | +17.6% |
| 30D | +14.7% | +2.9% | +11.8% | +12.7% |
| 3M | +12.1% | -7.0% | +19.1% | +15.7% |
| 6M | +18.3% | +34.1% | -15.8% | -1.9% |
| YTD | +36.1% | +40.0% | -4.0% | +7.4% |
| 1Y | +35.3% | +67.2% | -31.9% | -4.1% |
| 3Y | +73.5% | -13.4% | +86.9% | +66.5% |
| 5Y | -61.6% | -65.1% | +3.4% | -39.6% |
| 10Y | +638.0% | +6.9% | +631.1% | +481.4% |
| All | +577.6% | -4.3% | +581.9% | +397.7% |
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