+86.7%
ABBV vs KMX
-26.3%
+113.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | -4.1% | -1.9% | -2.3% | -4.1% |
| 30D | +1.2% | +2.6% | -1.4% | +1.1% |
| 3M | +12.1% | +25.6% | -13.5% | +11.1% |
| 6M | +12.0% | +41.9% | -29.8% | +10.1% |
| YTD | +12.4% | +56.0% | -43.6% | +9.2% |
| 1Y | +22.9% | -1.8% | +24.7% | +24.1% |
| All | +86.7% | -26.3% | +113.1% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling