+396.0%
HPE vs KMX
-54.8%
+450.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.1% |
| 7D | +19.4% | -3.1% | +22.5% | +20.3% |
| 30D | +5.6% | +4.4% | +1.2% | +4.3% |
| 3M | +33.1% | +18.9% | +14.2% | +26.0% |
| 6M | +192.5% | +44.3% | +148.2% | +159.8% |
| YTD | +160.9% | +58.7% | +102.2% | +124.8% |
| 1Y | +155.0% | +0.1% | +154.8% | +146.6% |
| 3Y | +289.4% | -24.4% | +313.8% | +301.7% |
| All | +396.0% | -54.8% | +450.8% | +447.4% |
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