-52.7%
KMX vs ALHC
-28.9%
-23.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +11.7% | -1.0% | +12.7% | +11.7% |
| 3M | +34.9% | -10.2% | +45.0% | +34.9% |
| 6M | +50.3% | -28.3% | +78.5% | +53.3% |
| YTD | +63.8% | -31.4% | +95.2% | +67.4% |
| 1Y | +3.8% | -16.9% | +20.8% | +3.7% |
| 3Y | -24.3% | +135.5% | -159.8% | -38.8% |
| 5Y | -50.2% | -33.6% | -16.6% | -56.3% |
| All | -52.7% | -28.9% | -23.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling