-34.4%
HDB vs KMX
+5.0%
-39.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | +0.4% | +1.9% | -1.5% | +0.3% |
| 30D | -2.8% | +11.7% | -14.5% | -3.6% |
| 3M | -3.5% | +34.9% | -38.4% | -5.6% |
| 6M | -24.7% | +50.3% | -75.0% | -27.1% |
| YTD | -36.6% | +63.8% | -100.4% | -38.5% |
| 1Y | -34.4% | +3.8% | -38.2% | -35.9% |
| All | -34.4% | +5.0% | -39.4% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling