-46.9%
ALNY vs KMX
+3.5%
-50.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -6.4% |
| 30D | +11.0% | +4.4% | +6.6% | +10.8% |
| 3M | -14.1% | +18.9% | -33.0% | -14.7% |
| 6M | -22.4% | +44.3% | -66.7% | -24.5% |
| YTD | -37.5% | +58.7% | -96.2% | -38.9% |
| 1Y | -46.9% | +0.1% | -47.0% | -46.5% |
| All | -46.9% | +3.5% | -50.4% | -46.5% |
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