+154.7%
HBAN vs KMX
+448.1%
-293.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -5.5% | +2.6% | -8.1% | -6.3% |
| 3M | -0.2% | +25.6% | -25.8% | -7.1% |
| 6M | +5.2% | +41.9% | -36.7% | -6.3% |
| YTD | -2.3% | +56.0% | -58.3% | -15.6% |
| 1Y | -2.2% | -1.8% | -0.4% | -6.0% |
| 3Y | +73.8% | -25.7% | +99.6% | +77.9% |
| 5Y | +35.2% | -54.7% | +90.0% | +52.2% |
| 10Y | +155.4% | +9.2% | +146.2% | +121.9% |
| All | +154.7% | +448.1% | -293.4% | +61.3% |
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