+40.6%
ALB vs KMX
-3.5%
+44.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.2% |
| 7D | -3.6% | 0.0% | -3.5% | -3.7% |
| 30D | -2.9% | +3.5% | -6.4% | -4.7% |
| 3M | -25.8% | -10.4% | -15.4% | -23.5% |
| 6M | -53.6% | +37.6% | -91.2% | -60.2% |
| YTD | -32.4% | +36.1% | -68.5% | -43.2% |
| 1Y | -13.0% | +52.8% | -65.8% | -30.6% |
| 3Y | -15.0% | -17.0% | +2.0% | -15.3% |
| 5Y | -63.5% | -64.7% | +1.1% | -51.0% |
| All | +40.6% | -3.5% | +44.0% | +25.6% |
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 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