+3,435.9%
ALNY vs KMX
+425.1%
+3,010.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | -6.4% | -3.4% | -3.0% | -5.5% |
| 30D | +11.9% | +4.0% | +7.9% | +10.5% |
| 3M | -15.0% | +24.8% | -39.8% | -21.2% |
| 6M | -23.2% | +43.6% | -66.8% | -32.5% |
| YTD | -37.8% | +56.6% | -94.4% | -46.9% |
| 1Y | -47.3% | +2.2% | -49.5% | -50.2% |
| 3Y | +22.9% | -25.4% | +48.3% | +23.2% |
| 5Y | +30.6% | -55.0% | +85.6% | +45.7% |
| 10Y | +254.6% | +9.6% | +245.1% | +163.6% |
| All | +3,435.9% | +425.1% | +3,010.7% | +1,415.8% |
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