+5.7%
KHC vs KMX
+56.1%
-50.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +9.1% | +3.5% | +5.7% | +8.7% |
| 3M | +1.4% | -10.4% | +11.8% | +2.3% |
| 6M | +8.4% | +37.6% | -29.3% | +4.9% |
| YTD | +6.2% | +36.1% | -29.9% | +0.4% |
| 1Y | +5.7% | +52.8% | -47.1% | -3.3% |
| All | +5.7% | +56.1% | -50.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling