+499.9%
ABBV vs KMX
+10.2%
+489.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | +2.0% | +4.0% | -2.1% | +1.5% |
| 3M | +14.2% | +24.8% | -10.6% | +11.0% |
| 6M | +14.1% | +43.6% | -29.5% | +8.5% |
| YTD | +14.2% | +56.6% | -42.4% | +7.0% |
| 1Y | +24.2% | +2.2% | +22.0% | +22.0% |
| 3Y | +89.8% | -25.4% | +115.2% | +91.4% |
| 5Y | +187.2% | -55.0% | +242.2% | +206.9% |
| All | +499.9% | +10.2% | +489.7% | +395.1% |
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