+384.5%
ALAB vs KMX
-27.2%
+411.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +9.6% | -1.9% | +11.5% | +10.5% |
| 30D | -5.3% | +2.6% | -7.8% | -6.1% |
| 3M | -12.0% | +25.6% | -37.6% | -19.5% |
| 6M | +145.7% | +41.9% | +103.9% | +112.7% |
| YTD | +80.7% | +56.0% | +24.6% | +51.3% |
| 1Y | +40.1% | -1.8% | +41.9% | +36.1% |
| All | +384.5% | -27.2% | +411.7% | +398.1% |
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