+181.0%
ABBV vs KMX
-54.2%
+235.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | -4.1% | -1.9% | -2.3% | -4.0% |
| 30D | +1.2% | +2.6% | -1.4% | +1.1% |
| 3M | +12.1% | +25.6% | -13.5% | +10.8% |
| 6M | +12.0% | +41.9% | -29.8% | +9.7% |
| YTD | +12.4% | +56.0% | -43.6% | +9.1% |
| 1Y | +22.9% | -1.8% | +24.7% | +22.9% |
| 3Y | +86.8% | -25.7% | +112.5% | +88.9% |
| 5Y | +181.0% | -54.7% | +235.8% | +186.1% |
| All | +181.0% | -54.2% | +235.2% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling