-39.0%
ALK vs KMX
+0.4%
-39.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -18.5% | +4.1% | -22.6% | -20.1% |
| 3M | -3.6% | +27.5% | -31.1% | -14.9% |
| 6M | -3.7% | +43.6% | -47.3% | -20.9% |
| YTD | -19.0% | +56.8% | -75.8% | -36.8% |
| 1Y | -36.0% | -1.3% | -34.7% | -39.7% |
| 3Y | +2.3% | -25.4% | +27.7% | +7.7% |
| 5Y | -27.8% | -53.9% | +26.1% | -9.0% |
| 10Y | -39.0% | +0.7% | -39.6% | -51.3% |
| All | -39.0% | +0.4% | -39.4% | -51.3% |
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