+5.0%
ALK vs KMX
-22.2%
+27.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | -19.2% | +11.7% | -30.9% | -22.7% |
| 3M | -1.5% | +34.9% | -36.4% | -13.1% |
| 6M | -13.1% | +50.3% | -63.3% | -27.8% |
| YTD | -16.4% | +63.8% | -80.2% | -33.5% |
| 1Y | -33.1% | +3.8% | -36.9% | -36.3% |
| All | +5.0% | -22.2% | +27.3% | +5.8% |
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