+74.5%
IBM vs KMX
-22.2%
+96.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +0.3% | +11.7% | -11.4% | -0.9% |
| 3M | -21.6% | +34.9% | -56.5% | -24.7% |
| 6M | -4.7% | +50.3% | -55.0% | -10.4% |
| YTD | -19.1% | +63.8% | -82.9% | -24.7% |
| 1Y | -2.5% | +3.8% | -6.3% | -3.8% |
| All | +74.5% | -22.2% | +96.7% | +76.0% |
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