+248.6%
HD vs KMX
-2.3%
+250.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +1.5% | +3.4% | -1.9% | +0.5% |
| 30D | +18.0% | +6.8% | +11.2% | +15.6% |
| 3M | +2.8% | -11.4% | +14.2% | +6.3% |
| 6M | +17.0% | +43.6% | -26.6% | +3.2% |
| YTD | +3.5% | +37.7% | -34.2% | -8.9% |
| 1Y | -2.6% | +53.0% | -55.6% | -17.4% |
| 3Y | +30.7% | -16.3% | +47.0% | +27.7% |
| 5Y | +6.2% | -64.2% | +70.5% | +33.5% |
| All | +248.6% | -2.3% | +250.9% | +188.7% |
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