+55.0%
JD vs KMX
+22.3%
+32.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.8% |
| 7D | +7.9% | -4.1% | +12.0% | +8.8% |
| 30D | +4.8% | +2.9% | +1.9% | +3.7% |
| 3M | -13.9% | -7.0% | -6.9% | -12.9% |
| 6M | -5.8% | +34.1% | -39.9% | -14.3% |
| YTD | +2.4% | +40.0% | -37.6% | -9.7% |
| 1Y | -7.5% | +67.2% | -74.8% | -22.8% |
| 3Y | +20.9% | -13.4% | +34.3% | +15.4% |
| 5Y | -58.0% | -65.1% | +7.0% | -49.2% |
| 10Y | +28.9% | +6.9% | +22.0% | +3.1% |
| All | +55.0% | +22.3% | +32.7% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling