-25.4%
KMX vs ALHC
+141.7%
-167.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | -0.7% | -1.0% | +0.3% | -0.7% |
| 30D | +4.1% | -6.3% | +10.4% | +4.4% |
| 3M | +27.5% | -12.3% | +39.8% | +27.8% |
| 6M | +43.6% | -27.0% | +70.6% | +44.9% |
| YTD | +56.8% | -31.8% | +88.6% | +58.3% |
| 1Y | -1.3% | -17.0% | +15.7% | -1.3% |
| 3Y | -25.4% | +159.8% | -185.2% | -30.3% |
| All | -25.4% | +141.7% | -167.0% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling