-26.4%
ALB vs KMX
-25.6%
-0.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +4.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -1.2% | +4.1% | -5.3% | -2.7% |
| 3M | -13.3% | +27.5% | -40.8% | -21.3% |
| 6M | -19.8% | +43.6% | -63.3% | -31.6% |
| YTD | -7.9% | +56.8% | -64.7% | -24.9% |
| 1Y | +60.2% | -1.3% | +61.5% | +56.5% |
| 3Y | -26.4% | -25.4% | -1.1% | -30.2% |
| All | -26.4% | -25.6% | -0.9% | -30.2% |
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