+13.7%
COMP vs KMX
+69.2%
-55.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.6% | -7.5% |
| 7D | +7.2% | +1.5% | +5.7% | +6.6% |
| 30D | +6.4% | +3.0% | +3.4% | +4.9% |
| 3M | -19.4% | -7.8% | -11.6% | -16.6% |
| 6M | +14.6% | +34.3% | -19.8% | -3.3% |
| YTD | -5.5% | +40.2% | -45.7% | -22.4% |
| 1Y | +13.7% | +63.0% | -49.3% | -12.5% |
| All | +13.7% | +69.2% | -55.5% | -12.5% |
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