-41.3%
ALNY vs KMX
+5.0%
-46.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +12.2% | +1.9% | +10.3% | +12.1% |
| 30D | +16.3% | +11.7% | +4.7% | +15.7% |
| 3M | -12.4% | +34.9% | -47.2% | -13.9% |
| 6M | -18.7% | +50.3% | -69.0% | -21.2% |
| YTD | -33.1% | +63.8% | -96.9% | -34.9% |
| 1Y | -41.3% | +3.8% | -45.2% | -40.2% |
| All | -41.3% | +5.0% | -46.3% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling