+101.1%
GOOGL vs KMX
-64.6%
+165.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +3.9% | +3.4% | +0.5% | +3.2% |
| 30D | -14.9% | +6.8% | -21.7% | -16.3% |
| 3M | -14.6% | -11.4% | -3.2% | -13.0% |
| 6M | -26.4% | +43.6% | -70.0% | -32.3% |
| YTD | -5.3% | +37.7% | -43.1% | -13.4% |
| 1Y | +6.5% | +53.0% | -46.5% | -5.1% |
| 3Y | +126.0% | -16.3% | +142.4% | +119.6% |
| All | +101.1% | -64.6% | +165.7% | +146.4% |
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 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