+147.5%
HOOD vs KMX
-64.5%
+212.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.3% |
| 7D | -3.2% | -2.3% | -1.0% | -2.1% |
| 30D | -22.6% | +6.3% | -28.9% | -25.2% |
| 3M | -10.4% | -7.4% | -3.0% | -7.4% |
| 6M | +4.7% | +37.9% | -33.2% | -12.8% |
| YTD | -25.2% | +39.5% | -64.7% | -40.6% |
| 1Y | -35.9% | +57.9% | -93.7% | -52.8% |
| 3Y | +927.7% | -15.0% | +942.7% | +921.1% |
| 5Y | +147.5% | -64.1% | +211.6% | +319.1% |
| All | +147.5% | -64.5% | +212.0% | +319.1% |
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