-14.1%
ALB vs KMX
-14.8%
+0.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -5.8% | +3.4% | -9.1% | -6.8% |
| 30D | -4.5% | +6.8% | -11.4% | -7.1% |
| 3M | -28.1% | -11.4% | -16.7% | -25.8% |
| 6M | -53.2% | +43.6% | -96.7% | -60.2% |
| YTD | -33.3% | +37.7% | -71.0% | -44.1% |
| 1Y | -17.4% | +53.0% | -70.4% | -34.3% |
| 3Y | -14.1% | -16.3% | +2.2% | -19.7% |
| All | -14.1% | -14.8% | +0.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling