+94.1%
HAS vs KMX
-3.5%
+97.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | +1.6% | 0.0% | +1.7% | +1.6% |
| 30D | +26.6% | +3.5% | +23.1% | +24.9% |
| 3M | +29.0% | -10.4% | +39.4% | +33.1% |
| 6M | +30.6% | +37.6% | -7.0% | +15.2% |
| YTD | +51.5% | +36.1% | +15.4% | +31.9% |
| 1Y | +58.5% | +52.8% | +5.7% | +32.0% |
| 3Y | +214.1% | -17.0% | +231.1% | +209.9% |
| 5Y | +50.2% | -64.7% | +114.9% | +95.3% |
| All | +94.1% | -3.5% | +97.5% | +59.8% |
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