+145.2%
GOOGL vs KMX
-26.1%
+171.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -3.2% | +4.0% | -7.2% | -3.6% |
| 3M | -6.6% | +24.8% | -31.4% | -8.9% |
| 6M | +8.5% | +43.6% | -35.2% | +3.7% |
| YTD | +6.5% | +56.6% | -50.2% | +0.6% |
| 1Y | +39.4% | +2.2% | +37.2% | +38.0% |
| All | +145.2% | -26.1% | +171.3% | +144.4% |
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