+55.7%
HAS vs KMX
+0.4%
+55.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.0% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -2.7% | +4.1% | -6.8% | -4.1% |
| 3M | +8.9% | +27.5% | -18.6% | -0.3% |
| 6M | -2.9% | +43.6% | -46.5% | -15.7% |
| YTD | +12.6% | +56.8% | -44.1% | -5.9% |
| 1Y | +17.5% | -1.3% | +18.8% | +12.7% |
| 3Y | +46.2% | -25.4% | +71.6% | +50.6% |
| 5Y | +12.6% | -53.9% | +66.5% | +31.7% |
| 10Y | +55.7% | +0.7% | +55.0% | +28.1% |
| All | +55.7% | +0.4% | +55.2% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling