+207.2%
COMP vs KMX
-23.7%
+230.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.5% |
| 30D | -13.3% | +11.7% | -25.0% | -17.9% |
| 3M | +41.1% | +34.9% | +6.2% | +20.9% |
| 6M | +17.2% | +50.3% | -33.1% | -6.5% |
| YTD | +5.2% | +63.8% | -58.6% | -19.7% |
| 1Y | +18.9% | +3.8% | +15.1% | +11.9% |
| All | +207.2% | -23.7% | +230.9% | +170.0% |
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