-31.3%
KMX vs ADVB
-96.8%
+65.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.3% |
| 7D | +3.4% | +27.8% | -24.4% | +3.1% |
| 30D | +6.8% | -50.8% | +57.6% | +7.4% |
| 3M | -11.4% | -70.5% | +59.1% | -10.4% |
| 6M | +43.6% | -46.7% | +90.3% | +42.4% |
| YTD | +37.7% | -56.7% | +94.4% | +36.6% |
| 1Y | +53.0% | -71.8% | +124.7% | +54.1% |
| All | -31.3% | -96.8% | +65.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling