+17.4%
ALLE vs KMX
-50.1%
+67.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | -6.8% | +11.7% | -18.5% | -9.5% |
| 3M | +21.0% | +34.9% | -13.9% | +11.6% |
| 6M | +1.1% | +50.3% | -49.2% | -10.2% |
| YTD | -0.5% | +63.8% | -64.3% | -14.2% |
| 1Y | -7.3% | +3.8% | -11.1% | -10.7% |
| 3Y | +42.3% | -24.3% | +66.5% | +45.6% |
| All | +17.4% | -50.1% | +67.5% | +28.5% |
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