+63.0%
KMX vs ALHC
-52.7%
+115.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.3% |
| 7D | +1.5% | +3.8% | -2.3% | +1.2% |
| 30D | +3.0% | +1.7% | +1.3% | +2.8% |
| 3M | -7.8% | -44.3% | +36.5% | -3.6% |
| 6M | +34.3% | -57.2% | +91.6% | +42.2% |
| YTD | +40.2% | -61.2% | +101.4% | +41.8% |
| 1Y | +63.0% | -53.2% | +116.2% | +45.1% |
| All | +63.0% | -52.7% | +115.7% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling