-25.5%
IT vs KMX
+3.5%
-29.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +3.9% | +5.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +0.1% | +4.4% | -4.4% | -0.6% |
| 3M | +20.7% | +18.9% | +1.8% | +17.2% |
| 6M | +12.0% | +44.3% | -32.3% | +4.1% |
| YTD | -28.8% | +58.7% | -87.5% | -34.8% |
| 1Y | -25.5% | +0.1% | -25.6% | -31.7% |
| All | -25.5% | +3.5% | -29.0% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling