+101.6%
JHX vs KMX
+11.6%
+90.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -6.3% | -3.1% | -3.2% | -5.3% |
| 30D | -7.7% | +4.4% | -12.2% | -9.1% |
| 3M | +19.2% | +18.9% | +0.3% | +11.6% |
| 6M | +38.3% | +44.3% | -6.0% | +20.4% |
| YTD | +37.2% | +58.7% | -21.5% | +14.7% |
| 1Y | +42.3% | +0.1% | +42.2% | +36.1% |
| 3Y | -4.4% | -24.4% | +20.0% | -1.3% |
| 5Y | -26.4% | -54.4% | +28.0% | -14.4% |
| All | +101.6% | +11.6% | +90.0% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling