+17.5%
P vs KMX
+35.0%
-17.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.1% |
| 7D | -19.4% | +2.1% | -21.5% | -19.5% |
| 30D | -22.3% | +0.5% | -22.8% | -22.3% |
| 3M | +33.2% | -4.1% | +37.3% | +33.6% |
| 6M | +53.6% | +49.5% | +4.1% | +44.1% |
| YTD | +66.8% | +42.7% | +24.1% | +57.4% |
| 1Y | +17.5% | +35.3% | -17.8% | +11.1% |
| All | +17.5% | +35.0% | -17.5% | +11.1% |
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