+293.5%
JCI vs KMX
-2.3%
+295.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | +3.2% | +3.4% | -0.2% | +2.2% |
| 30D | -8.6% | +6.8% | -15.4% | -10.7% |
| 3M | -7.7% | -11.4% | +3.6% | -5.3% |
| 6M | -2.6% | +43.6% | -46.1% | -13.9% |
| YTD | +17.4% | +37.7% | -20.4% | +3.0% |
| 1Y | +16.9% | +53.0% | -36.1% | -1.0% |
| 3Y | +186.7% | -16.3% | +203.1% | +178.9% |
| 5Y | +95.4% | -64.2% | +159.6% | +143.0% |
| All | +293.5% | -2.3% | +295.9% | +235.3% |
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