+79.2%
IBM vs KMX
-14.1%
+93.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | +8.4% | +3.0% | +5.4% | +7.9% |
| 3M | +4.2% | -7.8% | +12.0% | +4.9% |
| 6M | +7.9% | +34.3% | -26.4% | +2.9% |
| YTD | -15.2% | +40.2% | -55.4% | -20.0% |
| 1Y | -18.7% | +63.0% | -81.7% | -24.8% |
| 3Y | +79.2% | -14.5% | +93.7% | +83.5% |
| All | +79.2% | -14.1% | +93.3% | +83.5% |
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