+790.5%
ADM vs KMX
+392.6%
+397.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +1.5% | -3.4% | -2.1% |
| 30D | -13.3% | +3.0% | -16.3% | -13.7% |
| 3M | -13.4% | -7.8% | -5.5% | -12.6% |
| 6M | -9.6% | +34.3% | -43.9% | -14.0% |
| YTD | +23.0% | +40.2% | -17.2% | +15.4% |
| 1Y | +27.4% | +63.0% | -35.6% | +16.8% |
| 3Y | +5.7% | -14.5% | +20.2% | +3.8% |
| 5Y | +22.1% | -64.3% | +86.4% | +32.3% |
| 10Y | +106.0% | +2.8% | +103.2% | +87.4% |
| All | +790.5% | +392.6% | +397.9% | +562.3% |
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