-43.1%
KHC vs KMX
-4.2%
-38.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.8% | +1.9% | -3.7% | -2.1% |
| 30D | -1.9% | +11.7% | -13.6% | -3.6% |
| 3M | +14.4% | +34.9% | -20.5% | +8.8% |
| 6M | +8.7% | +50.3% | -41.5% | +1.2% |
| YTD | +7.8% | +63.8% | -56.0% | -1.5% |
| 1Y | -1.5% | +3.8% | -5.4% | -4.2% |
| 3Y | -9.9% | -24.3% | +14.4% | -9.6% |
| 5Y | -10.7% | -50.2% | +39.5% | -6.4% |
| 10Y | -55.7% | +5.4% | -61.1% | -61.9% |
| All | -43.1% | -4.2% | -38.9% | -48.9% |
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