-44.0%
KHC vs KMX
-20.4%
-23.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +1.4% | -10.4% | +11.8% | +2.9% |
| 6M | +8.4% | +37.6% | -29.3% | +2.4% |
| YTD | +6.2% | +36.1% | -29.9% | -0.4% |
| 1Y | +5.7% | +52.8% | -47.1% | -2.8% |
| 3Y | -12.0% | -17.0% | +5.0% | -13.2% |
| 5Y | -15.3% | -64.7% | +49.3% | -5.3% |
| 10Y | -51.8% | -4.0% | -47.8% | -58.5% |
| All | -44.0% | -20.4% | -23.6% | -48.3% |
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 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