+350.6%
ALLE vs KMX
+8.2%
+342.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.3% |
| 7D | -0.6% | -4.1% | +3.5% | +0.5% |
| 30D | +26.6% | +2.9% | +23.8% | +25.4% |
| 3M | +13.2% | -7.0% | +20.2% | +15.1% |
| 6M | +42.9% | +34.1% | +8.7% | +29.7% |
| YTD | +21.0% | +40.0% | -19.0% | +6.7% |
| 1Y | +15.2% | +67.2% | -52.1% | -4.0% |
| 3Y | +95.6% | -13.4% | +109.0% | +89.1% |
| 5Y | +53.4% | -65.1% | +118.5% | +89.2% |
| 10Y | +221.5% | +6.9% | +214.6% | +158.3% |
| All | +350.6% | +8.2% | +342.4% | +239.4% |
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