+38.1%
Q vs KMX
+55.6%
-17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.9% |
| 7D | +1.2% | +3.4% | -2.2% | +0.3% |
| 30D | -2.7% | +6.8% | -9.5% | -5.0% |
| 3M | -16.9% | -11.4% | -5.6% | -14.4% |
| 6M | -26.9% | +43.6% | -70.4% | -36.8% |
| YTD | +45.2% | +37.7% | +7.5% | +26.4% |
| 1Y | +38.1% | +53.0% | -14.8% | +11.5% |
| All | +38.1% | +55.6% | -17.5% | +11.5% |
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 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