+132.5%
GOOGL vs KMX
-54.2%
+186.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | -7.5% | +2.6% | -10.0% | -8.0% |
| 3M | -9.2% | +25.6% | -34.7% | -13.5% |
| 6M | +8.1% | +41.9% | -33.8% | -0.4% |
| YTD | +5.8% | +56.0% | -50.2% | -4.9% |
| 1Y | +38.3% | -1.8% | +40.1% | +35.9% |
| 3Y | +144.8% | -25.7% | +170.5% | +149.8% |
| 5Y | +132.5% | -54.7% | +187.3% | +159.2% |
| All | +132.5% | -54.2% | +186.7% | +159.2% |
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