+836.8%
ADM vs KMX
+383.8%
+452.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | +4.2% | +3.4% | +0.8% | +3.7% |
| 30D | -12.8% | +6.8% | -19.7% | -13.7% |
| 3M | -8.5% | -11.4% | +2.9% | -7.2% |
| 6M | -10.9% | +43.6% | -54.5% | -16.0% |
| YTD | +29.4% | +37.7% | -8.3% | +21.8% |
| 1Y | +27.5% | +53.0% | -25.4% | +18.0% |
| 3Y | +10.3% | -16.3% | +26.6% | +8.7% |
| 5Y | +27.4% | -64.2% | +91.6% | +37.9% |
| 10Y | +134.6% | -2.8% | +137.4% | +115.2% |
| All | +836.8% | +383.8% | +452.9% | +598.4% |
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