+43.3%
ADP vs KMX
-16.1%
+59.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | +11.5% | +2.9% | +8.7% | +11.0% |
| 3M | +12.0% | -7.0% | +19.0% | +12.8% |
| 6M | +43.8% | +34.1% | +9.7% | +37.9% |
| YTD | +20.1% | +40.0% | -20.0% | +13.7% |
| 1Y | +22.3% | +67.2% | -44.9% | +13.0% |
| 3Y | +43.3% | -13.4% | +56.7% | +42.7% |
| All | +43.3% | -16.1% | +59.4% | +42.7% |
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