+731.1%
ALK vs KMX
+475.4%
+255.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | -19.2% | +11.7% | -30.9% | -21.8% |
| 3M | -1.5% | +34.9% | -36.4% | -10.0% |
| 6M | -13.1% | +50.3% | -63.3% | -23.4% |
| YTD | -16.4% | +63.8% | -80.2% | -28.4% |
| 1Y | -33.1% | +3.8% | -36.9% | -36.1% |
| 3Y | +0.6% | -24.3% | +24.9% | +3.9% |
| 5Y | -26.4% | -50.2% | +23.8% | -17.7% |
| 10Y | -34.2% | +5.4% | -39.5% | -39.3% |
| All | +731.1% | +475.4% | +255.7% | +413.0% |
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