+250.7%
HOOD vs KMX
-52.8%
+303.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | +17.1% | +1.9% | +15.2% | +16.2% |
| 30D | +31.6% | +11.7% | +19.9% | +25.1% |
| 3M | +38.2% | +34.9% | +3.4% | +18.4% |
| 6M | +48.5% | +50.3% | -1.7% | +17.6% |
| YTD | +8.0% | +63.8% | -55.8% | -19.3% |
| 1Y | +18.7% | +3.8% | +14.8% | +9.9% |
| 3Y | +999.1% | -24.3% | +1,023.4% | +1,079.7% |
| 5Y | +181.7% | -50.2% | +231.9% | +308.3% |
| All | +250.7% | -52.8% | +303.5% | +389.9% |
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