-71.3%
QS vs KMX
+35.0%
-106.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.4% |
| 7D | +4.5% | +2.1% | +2.4% | +3.6% |
| 30D | -4.1% | +0.5% | -4.6% | -4.5% |
| 3M | -22.1% | -4.1% | -18.0% | -21.7% |
| 6M | -38.4% | +49.5% | -87.9% | -46.1% |
| YTD | -57.5% | +42.7% | -100.2% | -62.8% |
| 1Y | -71.3% | +35.3% | -106.6% | -74.8% |
| All | -71.3% | +35.0% | -106.3% | -74.8% |
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