+275.2%
ADP vs KMX
+10.2%
+265.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -5.7% | -3.4% | -2.3% | -5.0% |
| 30D | -1.4% | +4.0% | -5.4% | -2.3% |
| 3M | +16.6% | +24.8% | -8.2% | +10.0% |
| 6M | +24.9% | +43.6% | -18.7% | +13.1% |
| YTD | +5.6% | +56.6% | -51.0% | -6.9% |
| 1Y | -6.0% | +2.2% | -8.3% | -9.5% |
| 3Y | +14.5% | -25.4% | +39.9% | +15.3% |
| 5Y | +47.9% | -55.0% | +102.9% | +65.0% |
| All | +275.2% | +10.2% | +265.0% | +211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling