+148.3%
IBM vs KMX
-1.1%
+149.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -1.7% | -2.3% | +0.5% | -1.3% |
| 30D | +10.1% | +6.3% | +3.8% | +8.6% |
| 3M | +4.8% | -7.4% | +12.2% | +6.0% |
| 6M | +12.6% | +37.9% | -25.3% | +4.1% |
| YTD | -13.9% | +39.5% | -53.4% | -21.3% |
| 1Y | -18.7% | +57.9% | -76.6% | -27.7% |
| 3Y | +81.9% | -15.0% | +96.9% | +77.4% |
| 5Y | +148.3% | -64.1% | +212.4% | +190.5% |
| All | +148.3% | -1.1% | +149.4% | +112.7% |
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