+25.7%
ABNB vs KMX
-32.8%
+58.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -4.0% | +1.9% | -5.9% | -4.6% |
| 30D | +19.3% | +11.7% | +7.6% | +14.7% |
| 3M | +36.1% | +34.9% | +1.2% | +21.3% |
| 6M | +34.2% | +50.3% | -16.0% | +13.5% |
| YTD | +34.1% | +63.8% | -29.7% | +8.8% |
| 1Y | +45.1% | +3.8% | +41.3% | +36.9% |
| 3Y | +37.1% | -24.3% | +61.4% | +42.3% |
| 5Y | +15.2% | -50.2% | +65.4% | +34.0% |
| All | +25.7% | -32.8% | +58.6% | +35.4% |
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