+579.8%
HIG vs KMX
+448.1%
+131.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -2.8% | +2.6% | -5.4% | -3.6% |
| 3M | +6.3% | +25.6% | -19.2% | -0.6% |
| 6M | -0.1% | +41.9% | -42.0% | -10.5% |
| YTD | +0.4% | +56.0% | -55.6% | -13.0% |
| 1Y | +6.2% | -1.8% | +8.0% | +1.7% |
| 3Y | +101.6% | -25.7% | +127.4% | +100.6% |
| 5Y | +119.8% | -54.7% | +174.6% | +137.7% |
| 10Y | +311.7% | +9.2% | +302.6% | +240.5% |
| All | +579.8% | +448.1% | +131.7% | +273.2% |
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