+98.7%
ALLY vs KMX
+21.0%
+77.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.5% |
| 7D | -0.2% | -4.1% | +3.9% | +1.7% |
| 30D | +3.4% | +2.9% | +0.6% | +1.5% |
| 3M | -11.1% | -7.0% | -4.1% | -8.8% |
| 6M | -11.5% | +34.1% | -45.6% | -25.7% |
| YTD | -12.3% | +40.0% | -52.4% | -30.1% |
| 1Y | +1.1% | +67.2% | -66.1% | -26.7% |
| 3Y | +64.8% | -13.4% | +78.2% | +57.6% |
| 5Y | -6.9% | -65.1% | +58.2% | +36.2% |
| 10Y | +194.9% | +6.9% | +188.1% | +131.1% |
| All | +98.7% | +21.0% | +77.7% | +50.6% |
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 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