+17.8%
JD vs KMX
-22.6%
+40.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.8% |
| 7D | +13.4% | -7.4% | +20.7% | +14.1% |
| 30D | +7.7% | -3.4% | +11.1% | +7.9% |
| 3M | -11.3% | -11.3% | +0.1% | -10.5% |
| 6M | -5.1% | +30.6% | -35.7% | -8.4% |
| YTD | +5.0% | +33.2% | -28.2% | -0.5% |
| 1Y | -5.6% | +66.7% | -72.4% | -14.2% |
| 3Y | +17.8% | -22.1% | +39.8% | +17.1% |
| All | +17.8% | -22.6% | +40.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling