+64.8%
IBB vs KMX
-25.6%
+90.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +4.9% | +4.1% | +0.8% | +4.1% |
| 3M | +24.2% | +27.5% | -3.3% | +18.7% |
| 6M | +23.8% | +43.6% | -19.7% | +14.9% |
| YTD | +23.0% | +56.8% | -33.8% | +11.7% |
| 1Y | +46.2% | -1.3% | +47.5% | +45.3% |
| 3Y | +64.8% | -25.4% | +90.2% | +64.3% |
| All | +64.8% | -25.6% | +90.4% | +64.3% |
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