+3,769.4%
HDB vs KMX
+591.7%
+3,177.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | -2.8% | +11.7% | -14.5% | -5.8% |
| 3M | -3.5% | +34.9% | -38.4% | -11.7% |
| 6M | -24.7% | +50.3% | -75.0% | -33.7% |
| YTD | -36.6% | +63.8% | -100.4% | -45.9% |
| 1Y | -34.4% | +3.8% | -38.2% | -37.9% |
| 3Y | -24.4% | -24.3% | -0.1% | -25.0% |
| 5Y | -35.4% | -50.2% | +14.9% | -31.2% |
| 10Y | +39.5% | +5.4% | +34.2% | +7.7% |
| All | +3,769.4% | +591.7% | +3,177.7% | +1,115.3% |
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