+498.2%
HCA vs KMX
+11.6%
+486.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.0% |
| 7D | +5.4% | -3.1% | +8.5% | +6.3% |
| 30D | +3.0% | +4.4% | -1.5% | +1.7% |
| 3M | +13.0% | +18.9% | -5.9% | +7.0% |
| 6M | -20.3% | +44.3% | -64.5% | -29.2% |
| YTD | -8.2% | +58.7% | -66.9% | -21.5% |
| 1Y | +6.7% | +0.1% | +6.6% | +2.4% |
| 3Y | +60.4% | -24.4% | +84.8% | +60.2% |
| 5Y | +73.4% | -54.4% | +127.9% | +98.6% |
| All | +498.2% | +11.6% | +486.6% | +428.9% |
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