+1,186.9%
IBM vs KMX
+475.4%
+711.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +0.3% | +11.7% | -11.4% | -1.3% |
| 3M | -21.6% | +34.9% | -56.5% | -25.3% |
| 6M | -4.7% | +50.3% | -55.0% | -10.9% |
| YTD | -19.1% | +63.8% | -82.9% | -25.4% |
| 1Y | -2.5% | +3.8% | -6.3% | -5.3% |
| 3Y | +74.2% | -24.3% | +98.4% | +74.3% |
| 5Y | +113.1% | -50.2% | +163.4% | +120.0% |
| 10Y | +133.5% | +5.4% | +128.2% | +112.4% |
| All | +1,186.9% | +475.4% | +711.5% | +729.7% |
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