+243.8%
HPQ vs KMX
+11.6%
+232.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.1% | +8.0% |
| 7D | +9.8% | -3.1% | +12.9% | +10.9% |
| 30D | +22.4% | +4.4% | +17.9% | +20.6% |
| 3M | +45.2% | +18.9% | +26.3% | +36.2% |
| 6M | +96.4% | +44.3% | +52.1% | +70.9% |
| YTD | +65.4% | +58.7% | +6.7% | +38.2% |
| 1Y | +31.6% | +0.1% | +31.5% | +25.9% |
| 3Y | +37.0% | -24.4% | +61.5% | +40.0% |
| 5Y | +53.0% | -54.4% | +107.4% | +78.2% |
| All | +243.8% | +11.6% | +232.2% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling