+134.5%
IBM vs KMX
+10.2%
+124.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.5% |
| 7D | -0.3% | -3.4% | +3.1% | +0.4% |
| 30D | -1.8% | +4.0% | -5.9% | -2.7% |
| 3M | -13.5% | +24.8% | -38.2% | -17.9% |
| 6M | -5.1% | +43.6% | -48.7% | -13.1% |
| YTD | -19.4% | +56.6% | -76.0% | -27.7% |
| 1Y | -6.5% | +2.2% | -8.8% | -9.9% |
| 3Y | +73.8% | -25.4% | +99.3% | +75.5% |
| 5Y | +116.3% | -55.0% | +171.3% | +137.8% |
| All | +134.5% | +10.2% | +124.4% | +94.4% |
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