+87.3%
ALB vs KMX
+3.6%
+83.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -8.6% | -1.9% | -6.7% | -8.1% |
| 30D | -4.0% | +2.6% | -6.6% | -5.2% |
| 3M | -17.4% | +25.6% | -43.0% | -25.6% |
| 6M | -25.4% | +41.9% | -67.2% | -37.1% |
| YTD | -10.5% | +56.0% | -66.6% | -28.0% |
| 1Y | +75.8% | -1.8% | +77.6% | +65.7% |
| 3Y | -28.5% | -25.7% | -2.8% | -25.3% |
| 5Y | -45.1% | -54.7% | +9.6% | -33.4% |
| 10Y | +87.3% | +9.2% | +78.2% | +62.7% |
| All | +87.3% | +3.6% | +83.7% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling