+123.4%
ALLY vs KMX
+41.5%
+81.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +3.7% | +1.9% | +1.8% | +2.7% |
| 30D | -2.3% | +11.7% | -13.9% | -7.6% |
| 3M | +3.8% | +34.9% | -31.1% | -11.8% |
| 6M | +9.7% | +50.3% | -40.6% | -13.4% |
| YTD | -1.4% | +63.8% | -65.2% | -26.5% |
| 1Y | +8.2% | +3.8% | +4.4% | -1.6% |
| 3Y | +66.5% | -24.3% | +90.8% | +72.4% |
| 5Y | +1.2% | -50.2% | +51.4% | +22.2% |
| 10Y | +191.4% | +5.4% | +186.1% | +125.9% |
| All | +123.4% | +41.5% | +81.9% | +58.3% |
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