+2,897.5%
ADP vs KMX
+475.4%
+2,422.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -3.4% | +1.9% | -5.3% | -3.7% |
| 30D | +2.8% | +11.7% | -8.9% | +1.1% |
| 3M | +20.9% | +34.9% | -14.0% | +15.1% |
| 6M | +29.9% | +50.3% | -20.4% | +21.0% |
| YTD | +9.6% | +63.8% | -54.1% | +0.6% |
| 1Y | -5.3% | +3.8% | -9.1% | -7.9% |
| 3Y | +16.5% | -24.3% | +40.8% | +16.6% |
| 5Y | +49.4% | -50.2% | +99.6% | +55.4% |
| 10Y | +282.2% | +5.4% | +276.8% | +249.4% |
| All | +2,897.5% | +475.4% | +2,422.1% | +1,838.1% |
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