-49.3%
COMP vs KMX
-59.3%
+10.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.9% | +12.1% |
| 7D | +13.4% | -7.4% | +20.8% | +19.0% |
| 30D | +11.1% | -3.4% | +14.5% | +13.5% |
| 3M | -18.8% | -11.3% | -7.5% | -12.9% |
| 6M | +10.5% | +30.6% | -20.1% | -9.6% |
| YTD | -3.4% | +33.2% | -36.6% | -23.4% |
| 1Y | +19.7% | +66.7% | -47.0% | -19.0% |
| 3Y | +381.6% | -22.1% | +403.7% | +399.3% |
| 5Y | -17.6% | -66.7% | +49.1% | +12.8% |
| All | -49.3% | -59.3% | +10.0% | -24.6% |
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