+2,104.8%
ALB vs KMX
+475.4%
+1,629.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.7% |
| 7D | -8.1% | +1.9% | -10.0% | -8.5% |
| 30D | +6.3% | +11.7% | -5.4% | +3.6% |
| 3M | -23.6% | +34.9% | -58.5% | -29.0% |
| 6M | -24.6% | +50.3% | -74.9% | -32.3% |
| YTD | -10.3% | +63.8% | -74.1% | -21.1% |
| 1Y | +61.5% | +3.8% | +57.6% | +54.3% |
| 3Y | -34.0% | -24.3% | -9.7% | -32.5% |
| 5Y | -44.6% | -50.2% | +5.6% | -39.6% |
| 10Y | +76.1% | +5.4% | +70.7% | +63.1% |
| All | +2,104.8% | +475.4% | +1,629.4% | +1,360.7% |
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 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