+45.8%
ADP vs KMX
-52.4%
+98.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -1.2% | +4.1% | -5.3% | -1.9% |
| 3M | +17.9% | +27.5% | -9.7% | +12.8% |
| 6M | +20.3% | +43.6% | -23.2% | +12.2% |
| YTD | +5.8% | +56.8% | -50.9% | -3.2% |
| 1Y | -7.7% | -1.3% | -6.4% | -9.3% |
| 3Y | +14.7% | -25.4% | +40.1% | +16.0% |
| 5Y | +45.8% | -53.9% | +99.7% | +57.1% |
| All | +45.8% | -52.4% | +98.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling