+987.2%
ADM vs KMX
+475.4%
+511.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | +9.8% | +11.7% | -1.9% | +8.0% |
| 3M | +2.1% | +34.9% | -32.8% | -2.5% |
| 6M | +27.5% | +50.3% | -22.8% | +19.2% |
| YTD | +50.2% | +63.8% | -13.6% | +38.2% |
| 1Y | +40.6% | +3.8% | +36.8% | +36.6% |
| 3Y | +17.2% | -24.3% | +41.5% | +17.2% |
| 5Y | +61.9% | -50.2% | +112.1% | +67.3% |
| 10Y | +159.3% | +5.4% | +153.9% | +135.0% |
| All | +987.2% | +475.4% | +511.9% | +693.0% |
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 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