+29.1%
ABNB vs KMX
-43.5%
+72.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.7% |
| 7D | -1.7% | +3.4% | -5.1% | -2.9% |
| 30D | +11.8% | +6.8% | +5.0% | +9.0% |
| 3M | +0.9% | -11.4% | +12.3% | +4.5% |
| 6M | +40.5% | +43.6% | -3.1% | +21.2% |
| YTD | +37.6% | +37.7% | -0.1% | +17.9% |
| 1Y | +54.1% | +53.0% | +1.1% | +26.4% |
| 3Y | +56.8% | -16.3% | +73.1% | +54.2% |
| 5Y | -9.6% | -64.2% | +54.7% | +14.5% |
| All | +29.1% | -43.5% | +72.6% | +46.8% |
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