-13.4%
KMX vs ALHC
+16.3%
-29.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | -4.1% | +3.9% | -8.0% | -4.3% |
| 30D | +2.9% | -3.6% | +6.5% | +3.0% |
| 3M | -7.0% | -49.4% | +42.4% | -3.3% |
| 6M | +34.1% | -59.5% | +93.6% | +40.3% |
| YTD | +40.0% | -63.2% | +103.2% | +46.7% |
| 1Y | +67.2% | -55.5% | +122.7% | +73.0% |
| 3Y | -13.4% | +23.0% | -36.4% | -23.3% |
| All | -13.4% | +16.3% | -29.8% | -23.3% |
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