+1,118.6%
ABBV vs KMX
+58.6%
+1,060.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.4% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | +1.1% | +4.1% | -3.0% | +0.5% |
| 3M | +12.3% | +27.5% | -15.2% | +8.0% |
| 6M | +9.8% | +43.6% | -33.8% | +3.2% |
| YTD | +11.5% | +56.8% | -45.3% | +2.7% |
| 1Y | +22.3% | -1.3% | +23.6% | +20.0% |
| 3Y | +85.2% | -25.4% | +110.6% | +86.3% |
| 5Y | +170.8% | -53.9% | +224.7% | +189.0% |
| 10Y | +485.4% | +0.7% | +484.8% | +379.8% |
| All | +1,118.6% | +58.6% | +1,060.0% | +749.1% |
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 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