+1,249.7%
IBM vs KMX
+378.0%
+871.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.8% | +3.5% | +3.3% | +6.1% |
| 3M | +4.4% | -10.4% | +14.8% | +5.8% |
| 6M | +13.2% | +37.6% | -24.4% | +7.2% |
| YTD | -15.1% | +36.1% | -51.2% | -19.9% |
| 1Y | -20.2% | +52.8% | -73.0% | -26.0% |
| 3Y | +79.3% | -17.0% | +96.3% | +77.1% |
| 5Y | +147.5% | -64.7% | +212.1% | +168.4% |
| 10Y | +140.2% | -4.0% | +144.2% | +121.5% |
| All | +1,249.7% | +378.0% | +871.7% | +791.4% |
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 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