+155.4%
P vs KMX
-22.2%
+177.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.2% |
| 7D | +6.5% | +1.9% | +4.6% | +6.1% |
| 30D | +18.8% | +11.7% | +7.2% | +16.0% |
| 3M | +26.7% | +34.9% | -8.1% | +17.7% |
| 6M | +62.2% | +50.3% | +11.9% | +45.0% |
| YTD | +48.5% | +63.8% | -15.3% | +29.5% |
| 1Y | +26.4% | +3.8% | +22.6% | +23.9% |
| All | +155.4% | -22.2% | +177.6% | +153.2% |
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