+2,413.0%
JPM vs KMX
+450.6%
+1,962.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -1.1% | +4.1% | -5.2% | -2.3% |
| 3M | +14.1% | +27.5% | -13.4% | +6.0% |
| 6M | +23.3% | +43.6% | -20.3% | +10.0% |
| YTD | +11.3% | +56.8% | -45.5% | -3.5% |
| 1Y | +23.0% | -1.3% | +24.3% | +17.9% |
| 3Y | +162.6% | -25.4% | +187.9% | +163.5% |
| 5Y | +152.8% | -53.9% | +206.7% | +175.7% |
| 10Y | +583.6% | +0.7% | +583.0% | +481.3% |
| All | +2,413.0% | +450.6% | +1,962.3% | +1,171.9% |
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