+340.5%
JCI vs KMX
+11.6%
+328.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +0.7% | -3.1% | +3.9% | +1.6% |
| 30D | -4.4% | +4.4% | -8.9% | -5.7% |
| 3M | +1.7% | +18.9% | -17.2% | -4.0% |
| 6M | +8.8% | +44.3% | -35.5% | -3.9% |
| YTD | +22.6% | +58.7% | -36.1% | +4.4% |
| 1Y | +36.2% | +0.1% | +36.1% | +30.6% |
| 3Y | +168.0% | -24.4% | +192.4% | +172.6% |
| 5Y | +113.5% | -54.4% | +167.9% | +145.3% |
| All | +340.5% | +11.6% | +328.8% | +286.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling