-9.0%
HUM vs KMX
-25.1%
+16.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.1% |
| 7D | +2.1% | -3.1% | +5.2% | +2.5% |
| 30D | +5.4% | +4.4% | +0.9% | +4.7% |
| 3M | +11.4% | +18.9% | -7.5% | +8.6% |
| 6M | +141.5% | +44.3% | +97.2% | +128.8% |
| YTD | +61.2% | +58.7% | +2.5% | +49.8% |
| 1Y | +49.2% | +0.1% | +49.0% | +45.8% |
| 3Y | -9.0% | -24.4% | +15.4% | -9.0% |
| All | -9.0% | -25.1% | +16.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling