-38.9%
JOBY vs KMX
-37.7%
-1.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -5.9% |
| 7D | -5.9% | -1.9% | -4.0% | -5.2% |
| 30D | -27.1% | +2.6% | -29.7% | -28.1% |
| 3M | -30.7% | +25.6% | -56.3% | -38.0% |
| 6M | -36.1% | +41.9% | -77.9% | -46.6% |
| YTD | -51.4% | +56.0% | -107.4% | -61.2% |
| 1Y | -52.2% | -1.8% | -50.4% | -54.5% |
| 3Y | -12.1% | -25.7% | +13.7% | -7.3% |
| 5Y | -31.1% | -54.7% | +23.6% | -19.1% |
| All | -38.9% | -37.7% | -1.2% | -26.9% |
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