+189.2%
HAS vs KMX
-22.6%
+211.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -0.2% | -7.4% | +7.2% | +1.8% |
| 30D | +31.0% | -3.4% | +34.4% | +31.9% |
| 3M | +30.7% | -11.3% | +42.0% | +34.3% |
| 6M | +23.9% | +30.6% | -6.7% | +14.4% |
| YTD | +48.3% | +33.2% | +15.1% | +33.8% |
| 1Y | +60.2% | +66.7% | -6.5% | +35.1% |
| 3Y | +189.2% | -22.1% | +211.3% | +194.0% |
| All | +189.2% | -22.6% | +211.8% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling