+677.7%
HPE vs KMX
+7.9%
+669.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.3% | +12.0% | +9.1% |
| 7D | +10.1% | -0.7% | +10.8% | +10.2% |
| 30D | +5.3% | +4.1% | +1.2% | +3.7% |
| 3M | +12.7% | +27.5% | -14.8% | +2.7% |
| 6M | +167.7% | +43.6% | +124.1% | +131.6% |
| YTD | +135.5% | +56.8% | +78.7% | +96.5% |
| 1Y | +143.4% | -1.3% | +144.7% | +132.7% |
| 3Y | +249.2% | -25.4% | +274.6% | +258.8% |
| 5Y | +343.8% | -53.9% | +397.7% | +413.1% |
| 10Y | +495.9% | +0.7% | +495.2% | +369.1% |
| All | +677.7% | +7.9% | +669.7% | +488.2% |
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