+388.3%
JBL vs KMX
-54.8%
+443.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.8% |
| 7D | -1.0% | -3.4% | +2.4% | -0.2% |
| 30D | -15.1% | +4.0% | -19.1% | -16.0% |
| 3M | -14.0% | +24.8% | -38.8% | -19.5% |
| 6M | +20.6% | +43.6% | -23.0% | +7.8% |
| YTD | +32.9% | +56.6% | -23.7% | +15.6% |
| 1Y | +40.5% | +2.2% | +38.3% | +35.5% |
| 3Y | +183.7% | -25.4% | +209.2% | +191.2% |
| 5Y | +388.3% | -55.0% | +443.4% | +465.3% |
| All | +388.3% | -54.8% | +443.2% | +465.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling