+400.4%
ALAB vs KMX
-23.6%
+424.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.7% | +9.4% |
| 7D | +7.2% | +1.9% | +5.3% | +6.6% |
| 30D | -2.5% | +11.7% | -14.2% | -6.3% |
| 3M | -13.3% | +34.9% | -48.2% | -22.7% |
| 6M | +172.8% | +50.3% | +122.6% | +131.2% |
| YTD | +86.6% | +63.8% | +22.8% | +53.5% |
| 1Y | +65.2% | +3.8% | +61.3% | +57.2% |
| All | +400.4% | -23.6% | +424.0% | +405.4% |
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