-59.5%
KMX vs ALHC
-59.7%
+0.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | +1.5% | +3.8% | -2.3% | +1.1% |
| 30D | +3.0% | +1.7% | +1.3% | +2.6% |
| 3M | -7.8% | -44.3% | +36.5% | -2.5% |
| 6M | +34.3% | -57.2% | +91.6% | +44.3% |
| YTD | +40.2% | -61.2% | +101.4% | +51.3% |
| 1Y | +63.0% | -53.2% | +116.2% | +71.9% |
| 3Y | -14.5% | +27.8% | -42.3% | -25.6% |
| 5Y | -64.3% | -65.4% | +1.1% | -66.6% |
| All | -59.5% | -59.7% | +0.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling