+1,045.0%
IJH vs KMX
+4,741.6%
-3,696.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.5% | -3.4% | +0.9% | -1.6% |
| 30D | -5.0% | +4.0% | -9.0% | -6.1% |
| 3M | +0.5% | +24.8% | -24.2% | -5.7% |
| 6M | +8.2% | +43.6% | -35.4% | -3.1% |
| YTD | +12.5% | +56.6% | -44.2% | -2.1% |
| 1Y | +14.4% | +2.2% | +12.1% | +9.1% |
| 3Y | +49.5% | -25.4% | +75.0% | +51.5% |
| 5Y | +47.8% | -55.0% | +102.8% | +64.4% |
| 10Y | +180.4% | +9.6% | +170.8% | +139.7% |
| All | +1,045.0% | +4,741.6% | -3,696.6% | +417.3% |
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