+7,123.4%
JBL vs KMX
+450.6%
+6,672.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.8% |
| 7D | +4.4% | -0.7% | +5.1% | +4.6% |
| 30D | -8.4% | +4.1% | -12.6% | -9.6% |
| 3M | -14.2% | +27.5% | -41.7% | -20.7% |
| 6M | +29.6% | +43.6% | -14.0% | +14.8% |
| YTD | +37.1% | +56.8% | -19.7% | +17.7% |
| 1Y | +49.5% | -1.3% | +50.8% | +43.7% |
| 3Y | +192.7% | -25.4% | +218.1% | +196.3% |
| 5Y | +411.3% | -53.9% | +465.2% | +470.0% |
| 10Y | +1,447.6% | +0.7% | +1,446.9% | +1,237.6% |
| All | +7,123.4% | +450.6% | +6,672.8% | +2,685.0% |
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