+97.4%
ALLY vs KMX
+20.5%
+76.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.9% |
| 7D | -2.8% | -2.3% | -0.5% | -1.8% |
| 30D | +1.9% | +6.3% | -4.4% | -1.5% |
| 3M | -12.1% | -7.4% | -4.7% | -9.7% |
| 6M | -9.0% | +37.9% | -46.9% | -24.6% |
| YTD | -12.9% | +39.5% | -52.4% | -30.4% |
| 1Y | -0.1% | +57.9% | -57.9% | -25.4% |
| 3Y | +64.6% | -15.0% | +79.5% | +58.9% |
| 5Y | -10.1% | -64.1% | +54.0% | +29.6% |
| 10Y | +176.7% | -1.6% | +178.3% | +123.3% |
| All | +97.4% | +20.5% | +76.9% | +49.9% |
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 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