+14.7%
ADP vs KMX
-25.6%
+40.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.0% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -1.2% | +4.1% | -5.3% | -1.7% |
| 3M | +17.9% | +27.5% | -9.7% | +14.1% |
| 6M | +20.3% | +43.6% | -23.2% | +14.2% |
| YTD | +5.8% | +56.8% | -50.9% | -0.9% |
| 1Y | -7.7% | -1.3% | -6.4% | -8.9% |
| 3Y | +14.7% | -25.4% | +40.1% | +13.0% |
| All | +14.7% | -25.6% | +40.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling