-2.9%
ADSK vs KMX
-25.1%
+22.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.9% |
| 30D | -14.9% | +4.4% | -19.3% | -15.6% |
| 3M | +3.3% | +18.9% | -15.6% | -0.5% |
| 6M | -15.7% | +44.3% | -59.9% | -22.7% |
| YTD | -28.2% | +58.7% | -86.9% | -36.0% |
| 1Y | -34.5% | +0.1% | -34.7% | -35.2% |
| 3Y | -2.9% | -24.4% | +21.5% | -4.3% |
| All | -2.9% | -25.1% | +22.2% | -4.3% |
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