-60.5%
JD vs KMX
-50.3%
-10.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.7% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -13.2% | +11.7% | -24.8% | -15.2% |
| 3M | -3.2% | +34.9% | -38.1% | -9.7% |
| 6M | +15.2% | +50.3% | -35.0% | +3.5% |
| YTD | +2.0% | +63.8% | -61.8% | -11.1% |
| 1Y | -5.4% | +3.8% | -9.2% | -8.2% |
| 3Y | -9.1% | -24.3% | +15.2% | -6.7% |
| All | -60.5% | -50.3% | -10.3% | -55.1% |
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 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