-37.8%
HDB vs KMX
-54.2%
+16.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -4.9% | -1.9% | -3.0% | -4.6% |
| 30D | -5.8% | +2.6% | -8.4% | -6.2% |
| 3M | -5.2% | +25.6% | -30.8% | -8.4% |
| 6M | -25.7% | +41.9% | -67.6% | -29.8% |
| YTD | -39.6% | +56.0% | -95.6% | -43.8% |
| 1Y | -36.9% | -1.8% | -35.1% | -37.7% |
| 3Y | -29.7% | -25.7% | -4.0% | -28.9% |
| 5Y | -37.8% | -54.7% | +17.0% | -32.4% |
| All | -37.8% | -54.2% | +16.4% | -32.4% |
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