+1,671.1%
ABT vs KMX
+450.6%
+1,220.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -2.2% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -2.1% | +4.1% | -6.2% | -2.5% |
| 3M | +17.4% | +27.5% | -10.1% | +14.5% |
| 6M | -2.4% | +43.6% | -46.0% | -6.2% |
| YTD | -14.2% | +56.8% | -71.0% | -18.4% |
| 1Y | -18.3% | -1.3% | -17.0% | -19.4% |
| 3Y | +11.5% | -25.4% | +36.9% | +11.6% |
| 5Y | -9.9% | -53.9% | +44.0% | -7.2% |
| 10Y | +204.4% | +0.7% | +203.7% | +186.7% |
| All | +1,671.1% | +450.6% | +1,220.5% | +1,387.3% |
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