+11,791.0%
GOOGL vs KMX
+433.5%
+11,357.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +3.9% | +3.4% | +0.5% | +3.0% |
| 30D | -14.9% | +6.8% | -21.7% | -16.6% |
| 3M | -14.6% | -11.4% | -3.2% | -12.7% |
| 6M | -26.4% | +43.6% | -70.0% | -33.6% |
| YTD | -5.3% | +37.7% | -43.1% | -14.8% |
| 1Y | +6.5% | +53.0% | -46.5% | -7.0% |
| 3Y | +126.0% | -16.3% | +142.4% | +118.3% |
| 5Y | +100.8% | -64.2% | +165.1% | +133.0% |
| 10Y | +673.8% | -2.8% | +676.6% | +551.9% |
| All | +11,791.0% | +433.5% | +11,357.5% | +5,653.6% |
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