-62.2%
ADBE vs KMX
-54.8%
-7.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -12.9% | -3.4% | -9.5% | -12.2% |
| 30D | -5.6% | +4.0% | -9.7% | -6.6% |
| 3M | +6.6% | +24.8% | -18.2% | 0.0% |
| 6M | -9.6% | +43.6% | -53.2% | -19.0% |
| YTD | -28.9% | +56.6% | -85.5% | -38.4% |
| 1Y | -28.9% | +2.2% | -31.2% | -31.6% |
| 3Y | -55.6% | -25.4% | -30.1% | -54.3% |
| 5Y | -62.2% | -55.0% | -7.2% | -53.6% |
| All | -62.2% | -54.8% | -7.4% | -53.6% |
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