+5,023.8%
HD vs KMX
+475.4%
+4,548.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | -8.4% | +11.7% | -20.1% | -10.7% |
| 3M | +4.3% | +34.9% | -30.5% | -2.9% |
| 6M | -11.1% | +50.3% | -61.4% | -19.8% |
| YTD | -4.7% | +63.8% | -68.5% | -15.9% |
| 1Y | -19.8% | +3.8% | -23.6% | -23.1% |
| 3Y | +4.1% | -24.3% | +28.4% | +5.0% |
| 5Y | +10.3% | -50.2% | +60.5% | +18.4% |
| 10Y | +203.2% | +5.4% | +197.8% | +168.8% |
| All | +5,023.8% | +475.4% | +4,548.5% | +2,605.0% |
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