+162.3%
JPM vs KMX
-26.3%
+188.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -0.4% | -1.9% | +1.4% | -0.1% |
| 30D | -1.4% | +2.6% | -4.0% | -1.9% |
| 3M | +13.9% | +25.6% | -11.6% | +9.3% |
| 6M | +23.5% | +41.9% | -18.3% | +15.3% |
| YTD | +11.6% | +56.0% | -44.4% | +2.1% |
| 1Y | +21.4% | -1.8% | +23.1% | +20.7% |
| All | +162.3% | -26.3% | +188.6% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling