+4,033.9%
YUM vs KMX
+768.4%
+3,265.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -5.2% | -3.4% | -1.8% | -4.7% |
| 30D | -0.1% | +4.0% | -4.1% | -0.8% |
| 3M | -4.3% | +24.8% | -29.1% | -8.2% |
| 6M | -8.7% | +43.6% | -52.3% | -15.0% |
| YTD | -3.5% | +56.6% | -60.1% | -11.8% |
| 1Y | +0.5% | +2.2% | -1.8% | -2.6% |
| 3Y | +20.5% | -25.4% | +46.0% | +20.6% |
| 5Y | +21.8% | -55.0% | +76.8% | +28.9% |
| 10Y | +176.5% | +9.6% | +166.9% | +144.6% |
| All | +4,033.9% | +768.4% | +3,265.5% | +2,499.6% |
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