+590.9%
JPM vs KMX
+11.6%
+579.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.4% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -2.5% | +4.4% | -6.9% | -3.8% |
| 3M | +14.1% | +18.9% | -4.8% | +7.7% |
| 6M | +25.1% | +44.3% | -19.2% | +10.4% |
| YTD | +12.1% | +58.7% | -46.6% | -4.4% |
| 1Y | +18.8% | +0.1% | +18.7% | +13.9% |
| 3Y | +163.4% | -24.4% | +187.8% | +166.6% |
| 5Y | +156.5% | -54.4% | +211.0% | +195.6% |
| All | +590.9% | +11.6% | +579.2% | +433.3% |
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