+23.7%
JBL vs KMX
+35.0%
-11.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.3% | -8.1% | -5.3% |
| 7D | -11.1% | +2.1% | -13.3% | -11.5% |
| 30D | -14.1% | +0.5% | -14.6% | -14.3% |
| 3M | -23.9% | -4.1% | -19.8% | -23.5% |
| 6M | -24.1% | +49.5% | -73.6% | -29.6% |
| YTD | +13.5% | +42.7% | -29.2% | +6.4% |
| 1Y | +23.7% | +35.3% | -11.6% | +16.2% |
| All | +23.7% | +35.0% | -11.3% | +16.2% |
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