-17.9%
COMP vs KMX
-66.8%
+48.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.9% | +12.2% |
| 7D | +13.4% | -7.4% | +20.8% | +19.5% |
| 30D | +11.1% | -3.4% | +14.5% | +13.7% |
| 3M | -18.8% | -11.3% | -7.5% | -12.5% |
| 6M | +10.5% | +30.6% | -20.1% | -11.3% |
| YTD | -3.4% | +33.2% | -36.6% | -25.2% |
| 1Y | +19.7% | +66.7% | -47.0% | -22.1% |
| 3Y | +381.6% | -22.1% | +403.7% | +391.7% |
| All | -17.9% | -66.8% | +48.9% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling