+3.1%
HD vs KMX
-25.6%
+28.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -11.1% | +4.1% | -15.2% | -12.0% |
| 3M | +2.0% | +27.5% | -25.5% | -3.6% |
| 6M | -10.5% | +43.6% | -54.0% | -18.2% |
| YTD | -6.9% | +56.8% | -63.6% | -17.0% |
| 1Y | -23.2% | -1.3% | -21.9% | -24.2% |
| 3Y | +3.1% | -25.4% | +28.5% | +1.3% |
| All | +3.1% | -25.6% | +28.6% | +1.3% |
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 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