+53.4%
ALLE vs KMX
-64.6%
+117.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +3.6% | +3.4% | +0.2% | +2.6% |
| 30D | +25.9% | +6.8% | +19.1% | +23.6% |
| 3M | +15.8% | -11.4% | +27.1% | +19.0% |
| 6M | +48.1% | +43.6% | +4.5% | +33.7% |
| YTD | +22.0% | +37.7% | -15.8% | +9.5% |
| 1Y | +18.0% | +53.0% | -34.9% | +2.8% |
| 3Y | +93.1% | -16.3% | +109.4% | +89.8% |
| All | +53.4% | -64.6% | +117.9% | +91.5% |
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