+3,229.0%
ADP vs KMX
+389.9%
+2,839.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | +11.9% | +6.3% | +5.6% | +10.7% |
| 3M | +13.7% | -7.4% | +21.1% | +14.8% |
| 6M | +46.8% | +37.9% | +8.9% | +38.8% |
| YTD | +21.8% | +39.5% | -17.7% | +14.1% |
| 1Y | +23.5% | +57.9% | -34.3% | +13.5% |
| 3Y | +44.1% | -15.0% | +59.0% | +41.6% |
| 5Y | +49.9% | -64.1% | +114.0% | +63.6% |
| 10Y | +318.8% | -1.6% | +320.4% | +287.2% |
| All | +3,229.0% | +389.9% | +2,839.1% | +2,100.1% |
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 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