+270.3%
ALLE vs KMX
+26.6%
+243.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.8% |
| 30D | -6.8% | +11.7% | -18.5% | -9.8% |
| 3M | +21.0% | +34.9% | -13.9% | +10.3% |
| 6M | +1.1% | +50.3% | -49.2% | -11.6% |
| YTD | -0.5% | +63.8% | -64.3% | -15.9% |
| 1Y | -7.3% | +3.8% | -11.1% | -11.9% |
| 3Y | +42.3% | -24.3% | +66.5% | +44.0% |
| 5Y | +13.5% | -50.2% | +63.7% | +25.2% |
| 10Y | +144.0% | +5.4% | +138.7% | +97.3% |
| All | +270.3% | +26.6% | +243.7% | +167.3% |
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