+669.8%
ALK vs KMX
+368.0%
+301.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +9.0% | -7.4% | +16.4% | +11.5% |
| 30D | -1.6% | -3.4% | +1.7% | -0.6% |
| 3M | -23.2% | -11.3% | -11.8% | -20.6% |
| 6M | -3.9% | +30.6% | -34.4% | -11.4% |
| YTD | -22.6% | +33.2% | -55.8% | -29.7% |
| 1Y | -5.3% | +66.7% | -72.0% | -19.4% |
| 3Y | +18.6% | -22.1% | +40.6% | +22.2% |
| 5Y | -34.4% | -66.7% | +32.3% | -17.8% |
| 10Y | -40.8% | +1.9% | -42.7% | -44.3% |
| All | +669.8% | +368.0% | +301.8% | +403.6% |
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