+3.0%
ALLY vs KMX
-50.1%
+53.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +3.7% | +1.9% | +1.8% | +2.9% |
| 30D | -2.3% | +11.7% | -13.9% | -6.7% |
| 3M | +3.8% | +34.9% | -31.1% | -9.4% |
| 6M | +9.7% | +50.3% | -40.6% | -10.2% |
| YTD | -1.4% | +63.8% | -65.2% | -23.2% |
| 1Y | +8.2% | +3.8% | +4.4% | +1.1% |
| 3Y | +66.5% | -24.3% | +90.8% | +75.8% |
| All | +3.0% | -50.1% | +53.1% | +15.6% |
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