+104.7%
LLY vs KMX
-22.2%
+126.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -1.6% | +11.7% | -13.3% | -2.8% |
| 3M | +2.3% | +34.9% | -32.6% | -1.1% |
| 6M | +14.9% | +50.3% | -35.4% | +9.3% |
| YTD | +7.5% | +63.8% | -56.3% | +1.1% |
| 1Y | +55.7% | +3.8% | +51.8% | +54.0% |
| All | +104.7% | -22.2% | +126.9% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling