+7.4%
HD vs KMX
-52.4%
+59.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -11.1% | +4.1% | -15.2% | -12.1% |
| 3M | +2.0% | +27.5% | -25.5% | -4.8% |
| 6M | -10.5% | +43.6% | -54.0% | -19.7% |
| YTD | -6.9% | +56.8% | -63.6% | -18.9% |
| 1Y | -23.2% | -1.3% | -21.9% | -25.2% |
| 3Y | +3.1% | -25.4% | +28.5% | +5.7% |
| 5Y | +7.4% | -53.9% | +61.3% | +19.7% |
| All | +7.4% | -52.4% | +59.8% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling