+32.4%
HDB vs KMX
+10.2%
+22.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.2% | -3.4% | -2.8% | -5.6% |
| 30D | -6.2% | +4.0% | -10.2% | -7.0% |
| 3M | -5.9% | +24.8% | -30.6% | -10.1% |
| 6M | -25.9% | +43.6% | -69.5% | -31.5% |
| YTD | -40.2% | +56.6% | -96.9% | -46.0% |
| 1Y | -38.0% | +2.2% | -40.2% | -39.8% |
| 3Y | -30.5% | -25.4% | -5.0% | -29.9% |
| 5Y | -38.1% | -55.0% | +16.9% | -32.0% |
| All | +32.4% | +10.2% | +22.2% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling