+152.3%
HUM vs KMX
+11.6%
+140.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.0% |
| 7D | +2.1% | -3.1% | +5.2% | +2.6% |
| 30D | +5.4% | +4.4% | +0.9% | +4.5% |
| 3M | +11.4% | +18.9% | -7.5% | +7.4% |
| 6M | +141.5% | +44.3% | +97.2% | +123.2% |
| YTD | +61.2% | +58.7% | +2.5% | +45.3% |
| 1Y | +49.2% | +0.1% | +49.0% | +45.4% |
| 3Y | -9.0% | -24.4% | +15.4% | -8.7% |
| 5Y | +7.2% | -54.4% | +61.6% | +17.1% |
| All | +152.3% | +11.6% | +140.7% | +99.2% |
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 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