-57.1%
JD vs KMX
-66.8%
+9.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.1% |
| 7D | +13.4% | -7.4% | +20.7% | +15.0% |
| 30D | +7.7% | -3.4% | +11.1% | +8.2% |
| 3M | -11.3% | -11.3% | +0.1% | -9.5% |
| 6M | -5.1% | +30.6% | -35.7% | -12.1% |
| YTD | +5.0% | +33.2% | -28.2% | -5.1% |
| 1Y | -5.6% | +66.7% | -72.4% | -20.1% |
| 3Y | +17.8% | -22.1% | +39.8% | +16.5% |
| All | -57.1% | -66.8% | +9.6% | -42.0% |
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