-9.7%
JD vs KMX
+35.0%
-44.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.2% | +3.1% |
| 7D | +9.0% | +2.1% | +6.8% | +9.0% |
| 30D | +5.2% | +0.5% | +4.7% | +5.1% |
| 3M | -15.9% | -4.1% | -11.8% | -16.0% |
| 6M | -7.7% | +49.5% | -57.2% | -5.7% |
| YTD | +0.1% | +42.7% | -42.6% | +0.8% |
| 1Y | -9.7% | +35.3% | -45.1% | -9.1% |
| All | -9.7% | +35.0% | -44.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling