-51.6%
IT vs KMX
-26.3%
-25.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -9.1% | -1.9% | -7.3% | -8.7% |
| 30D | -12.2% | +2.6% | -14.7% | -12.6% |
| 3M | +7.8% | +25.6% | -17.8% | +2.4% |
| 6M | +2.0% | +41.9% | -39.9% | -6.1% |
| YTD | -32.7% | +56.0% | -88.8% | -39.4% |
| 1Y | -31.1% | -1.8% | -29.3% | -32.7% |
| All | -51.6% | -26.3% | -25.2% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling