+15.5%
ALLE vs KMX
+68.9%
-53.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.7% |
| 7D | -0.6% | -4.1% | +3.5% | +0.2% |
| 30D | +26.6% | +2.9% | +23.8% | +25.8% |
| 3M | +13.2% | -7.0% | +20.2% | +14.3% |
| 6M | +42.9% | +34.1% | +8.7% | +35.0% |
| YTD | +21.0% | +40.0% | -19.0% | +10.2% |
| All | +15.5% | +68.9% | -53.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling