+165.5%
YUM vs KMX
+11.6%
+153.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -6.1% | -3.1% | -2.9% | -5.5% |
| 30D | -5.8% | +4.4% | -10.3% | -6.7% |
| 3M | -7.6% | +18.9% | -26.5% | -11.4% |
| 6M | -9.1% | +44.3% | -53.4% | -17.1% |
| YTD | -5.5% | +58.7% | -64.2% | -16.1% |
| 1Y | -3.7% | +0.1% | -3.8% | -6.6% |
| 3Y | +17.8% | -24.4% | +42.2% | +18.2% |
| 5Y | +19.3% | -54.4% | +73.7% | +32.7% |
| All | +165.5% | +11.6% | +153.9% | +106.4% |
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