-27.8%
ALK vs KMX
-52.4%
+24.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -18.5% | +4.1% | -22.6% | -19.8% |
| 3M | -3.6% | +27.5% | -31.1% | -12.8% |
| 6M | -3.7% | +43.6% | -47.3% | -17.9% |
| YTD | -19.0% | +56.8% | -75.8% | -33.8% |
| 1Y | -36.0% | -1.3% | -34.7% | -38.6% |
| 3Y | +2.3% | -25.4% | +27.7% | +8.1% |
| 5Y | -27.8% | -53.9% | +26.1% | -12.8% |
| All | -27.8% | -52.4% | +24.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling