+5,501.8%
HD vs KMX
+392.6%
+5,109.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +1.5% | +3.7% | +4.9% |
| 30D | +20.7% | +3.0% | +17.7% | +19.9% |
| 3M | +0.8% | -7.8% | +8.6% | +2.4% |
| 6M | +12.2% | +34.3% | -22.1% | +4.2% |
| YTD | +4.2% | +40.2% | -36.0% | -5.0% |
| 1Y | -2.6% | +63.0% | -65.5% | -14.3% |
| 3Y | +30.0% | -14.5% | +44.5% | +27.8% |
| 5Y | +8.1% | -64.3% | +72.4% | +24.9% |
| 10Y | +247.2% | +2.8% | +244.4% | +210.5% |
| All | +5,501.8% | +392.6% | +5,109.2% | +2,955.9% |
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 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