+108.8%
JCI vs KMX
-54.8%
+163.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | +0.4% | -3.4% | +3.8% | +1.2% |
| 30D | -7.7% | +4.0% | -11.7% | -8.7% |
| 3M | +2.8% | +24.8% | -22.0% | -3.0% |
| 6M | +7.2% | +43.6% | -36.4% | -3.0% |
| YTD | +20.0% | +56.6% | -36.7% | +5.4% |
| 1Y | +33.3% | +2.2% | +31.0% | +29.1% |
| 3Y | +161.3% | -25.4% | +186.8% | +170.4% |
| 5Y | +108.8% | -55.0% | +163.8% | +139.3% |
| All | +108.8% | -54.8% | +163.6% | +139.3% |
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