-13.7%
KHC vs KMX
-13.7%
0.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.6% | -2.3% | -2.3% | -4.3% |
| 30D | +8.1% | +6.3% | +1.8% | +7.2% |
| 3M | 0.0% | -7.4% | +7.4% | +0.8% |
| 6M | +7.9% | +37.9% | -30.0% | +3.0% |
| YTD | +5.3% | +39.5% | -34.2% | -0.6% |
| 1Y | +5.1% | +57.9% | -52.7% | -2.6% |
| All | -13.7% | -13.7% | 0.0% | -13.0% |
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