+151.1%
ALLE vs KMX
+0.4%
+150.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -7.6% | +4.1% | -11.7% | -8.8% |
| 3M | +22.8% | +27.5% | -4.7% | +13.7% |
| 6M | +4.6% | +43.6% | -39.0% | -7.4% |
| YTD | -1.2% | +56.8% | -58.0% | -15.5% |
| 1Y | -9.1% | -1.3% | -7.8% | -12.3% |
| 3Y | +50.0% | -25.4% | +75.4% | +52.6% |
| 5Y | +15.2% | -53.9% | +69.1% | +30.8% |
| 10Y | +151.1% | +0.7% | +150.4% | +107.3% |
| All | +151.1% | +0.4% | +150.6% | +107.3% |
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