+338.5%
ALLE vs KMX
+3.0%
+335.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -0.6% | -7.4% | +6.8% | +1.6% |
| 30D | +25.3% | -3.4% | +28.7% | +26.4% |
| 3M | +10.3% | -11.3% | +21.6% | +13.8% |
| 6M | +38.0% | +30.6% | +7.5% | +26.3% |
| YTD | +17.8% | +33.2% | -15.5% | +5.4% |
| 1Y | +13.6% | +66.7% | -53.1% | -5.3% |
| 3Y | +89.2% | -22.1% | +111.3% | +88.9% |
| 5Y | +51.1% | -66.7% | +117.8% | +89.0% |
| 10Y | +228.1% | +1.9% | +226.2% | +167.1% |
| All | +338.5% | +3.0% | +335.5% | +235.1% |
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