+192.5%
JNJ vs KMX
+11.6%
+180.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -3.3% |
| 30D | +2.3% | +4.4% | -2.1% | +1.9% |
| 3M | +12.0% | +18.9% | -6.9% | +10.1% |
| 6M | +10.5% | +44.3% | -33.8% | +6.4% |
| YTD | +30.4% | +58.7% | -28.3% | +24.1% |
| 1Y | +52.1% | +0.1% | +52.0% | +50.5% |
| 3Y | +77.8% | -24.4% | +102.2% | +78.4% |
| 5Y | +82.9% | -54.4% | +137.3% | +91.5% |
| All | +192.5% | +11.6% | +180.9% | +166.8% |
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