+20.4%
ABBV vs KMX
+3.5%
+16.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.2% |
| 30D | +3.4% | +4.4% | -1.1% | +3.5% |
| 3M | +15.2% | +18.9% | -3.7% | +16.1% |
| 6M | +14.7% | +44.3% | -29.6% | +16.2% |
| YTD | +15.2% | +58.7% | -43.5% | +16.1% |
| 1Y | +20.4% | +0.1% | +20.3% | +23.6% |
| All | +20.4% | +3.5% | +16.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling