+22.1%
ALNY vs KMX
-25.1%
+47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -6.5% | -3.1% | -3.4% | -6.1% |
| 30D | +11.0% | +4.4% | +6.6% | +10.4% |
| 3M | -14.1% | +18.9% | -33.0% | -16.4% |
| 6M | -22.4% | +44.3% | -66.7% | -27.2% |
| YTD | -37.5% | +58.7% | -96.2% | -42.3% |
| 1Y | -46.9% | +0.1% | -47.0% | -46.9% |
| 3Y | +22.1% | -24.4% | +46.5% | +18.2% |
| All | +22.1% | -25.1% | +47.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling