+120.6%
IBM vs KMX
-54.2%
+174.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.4% |
| 7D | +3.6% | -1.9% | +5.4% | +3.8% |
| 30D | +1.5% | +2.6% | -1.0% | +1.2% |
| 3M | -12.9% | +25.6% | -38.5% | -15.6% |
| 6M | -3.9% | +41.9% | -45.8% | -8.8% |
| YTD | -17.3% | +56.0% | -73.4% | -22.5% |
| 1Y | -5.0% | -1.8% | -3.2% | -6.3% |
| 3Y | +78.2% | -25.7% | +103.9% | +80.3% |
| 5Y | +120.6% | -54.7% | +175.4% | +122.4% |
| All | +120.6% | -54.2% | +174.8% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling