-11.3%
ABT vs KMX
-54.8%
+43.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -5.9% | -3.1% | -2.8% | -5.6% |
| 30D | -8.1% | +4.4% | -12.5% | -8.5% |
| 3M | +14.5% | +18.9% | -4.4% | +12.0% |
| 6M | -6.3% | +44.3% | -50.6% | -10.8% |
| YTD | -17.1% | +58.7% | -75.8% | -22.2% |
| 1Y | -21.4% | +0.1% | -21.5% | -22.3% |
| 3Y | +5.9% | -24.4% | +30.4% | +6.9% |
| All | -11.3% | -54.8% | +43.5% | -8.0% |
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