+1,248.9%
IBM vs KMX
+392.6%
+856.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.8% |
| 30D | +8.4% | +3.0% | +5.4% | +7.8% |
| 3M | +4.2% | -7.8% | +12.0% | +5.1% |
| 6M | +7.9% | +34.3% | -26.4% | +2.6% |
| YTD | -15.2% | +40.2% | -55.4% | -20.3% |
| 1Y | -18.7% | +63.0% | -81.7% | -25.3% |
| 3Y | +79.2% | -14.5% | +93.7% | +76.3% |
| 5Y | +144.7% | -64.3% | +209.1% | +165.2% |
| 10Y | +141.6% | +2.8% | +138.8% | +120.8% |
| All | +1,248.9% | +392.6% | +856.3% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling