-41.0%
ALK vs KMX
+6.5%
-47.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +12.9% | +1.5% | +11.4% | +12.3% |
| 30D | +5.5% | +3.0% | +2.5% | +4.2% |
| 3M | -12.1% | -7.8% | -4.3% | -8.9% |
| 6M | +1.7% | +34.3% | -32.6% | -12.8% |
| YTD | -17.4% | +40.2% | -57.7% | -32.3% |
| 1Y | -1.9% | +63.0% | -64.9% | -25.5% |
| 3Y | +21.2% | -14.5% | +35.7% | +19.7% |
| 5Y | -27.8% | -64.3% | +36.5% | +5.9% |
| 10Y | -41.0% | +2.8% | -43.8% | -52.7% |
| All | -41.0% | +6.5% | -47.5% | -52.7% |
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