+58.0%
ALLY vs KMX
-22.6%
+80.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | +0.9% | -7.4% | +8.3% | +3.6% |
| 30D | +3.1% | -3.4% | +6.5% | +4.0% |
| 3M | -12.6% | -11.3% | -1.2% | -9.4% |
| 6M | -12.4% | +30.6% | -43.0% | -22.3% |
| YTD | -13.2% | +33.2% | -46.4% | -25.7% |
| 1Y | +1.8% | +66.7% | -64.9% | -21.1% |
| 3Y | +58.0% | -22.1% | +80.0% | +63.9% |
| All | +58.0% | -22.6% | +80.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling