+2,718.5%
LHX vs KMX
+450.2%
+2,268.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.3% |
| 30D | -12.7% | +4.0% | -16.8% | -13.3% |
| 3M | -17.6% | +24.8% | -42.4% | -20.8% |
| 6M | -30.7% | +43.6% | -74.3% | -35.1% |
| YTD | -14.3% | +56.6% | -71.0% | -21.0% |
| 1Y | -8.4% | +2.2% | -10.6% | -11.0% |
| 3Y | +56.7% | -25.4% | +82.1% | +56.5% |
| 5Y | +18.5% | -55.0% | +73.5% | +24.2% |
| 10Y | +229.6% | +9.6% | +220.0% | +192.5% |
| All | +2,718.5% | +450.2% | +2,268.3% | +1,763.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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