-16.7%
IBM vs KMX
+55.6%
-72.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +1.6% | +3.4% | -1.8% | +1.2% |
| 30D | +9.2% | +6.8% | +2.4% | +8.4% |
| 3M | +4.9% | -11.4% | +16.3% | +5.9% |
| 6M | +16.8% | +43.6% | -26.8% | +7.8% |
| YTD | -14.3% | +37.7% | -52.0% | -20.8% |
| 1Y | -16.7% | +53.0% | -69.7% | -24.3% |
| All | -16.7% | +55.6% | -72.3% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling