+4,211.8%
HDB vs KMX
+481.6%
+3,730.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | +2.7% | +3.4% | -0.6% | +1.8% |
| 30D | +14.1% | +6.8% | +7.3% | +11.8% |
| 3M | +11.8% | -11.4% | +23.2% | +15.1% |
| 6M | +8.2% | +43.6% | -35.4% | -3.3% |
| YTD | -29.3% | +37.7% | -67.0% | -37.0% |
| 1Y | -28.8% | +53.0% | -81.8% | -38.6% |
| 3Y | -7.5% | -16.3% | +8.8% | -11.0% |
| 5Y | -23.1% | -64.2% | +41.2% | -9.7% |
| 10Y | +63.7% | -2.8% | +66.5% | +28.7% |
| All | +4,211.8% | +481.6% | +3,730.2% | +1,314.9% |
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