+2,830.7%
ADSK vs KMX
+457.5%
+2,373.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.8% |
| 30D | -14.9% | +4.4% | -19.3% | -15.8% |
| 3M | +3.3% | +18.9% | -15.6% | -1.4% |
| 6M | -15.7% | +44.3% | -59.9% | -24.0% |
| YTD | -28.2% | +58.7% | -86.9% | -37.1% |
| 1Y | -34.5% | +0.1% | -34.7% | -37.0% |
| 3Y | -2.9% | -24.4% | +21.5% | -2.3% |
| 5Y | -25.3% | -54.4% | +29.1% | -17.3% |
| 10Y | +217.8% | +11.0% | +206.7% | +177.2% |
| All | +2,830.7% | +457.5% | +2,373.2% | +1,238.6% |
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