+49.8%
LLY vs KMX
-0.2%
+50.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -3.2% | -3.4% | +0.2% | -2.9% |
| 30D | -7.4% | +4.0% | -11.5% | -7.7% |
| 3M | -1.0% | +24.8% | -25.8% | -2.9% |
| 6M | +12.5% | +43.6% | -31.1% | +8.6% |
| YTD | +5.0% | +56.6% | -51.6% | +0.6% |
| 1Y | +49.8% | +2.2% | +47.5% | +56.4% |
| All | +49.8% | -0.2% | +50.0% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling