-41.5%
QS vs KMX
+2.1%
-43.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -5.0% | -3.4% | -1.6% | -4.0% |
| 30D | -18.3% | +4.0% | -22.3% | -19.4% |
| 3M | -26.0% | +24.8% | -50.8% | -31.4% |
| 6M | -24.0% | +43.6% | -67.7% | -34.0% |
| YTD | -50.3% | +56.6% | -106.9% | -57.4% |
| All | -41.5% | +2.1% | -43.6% | -41.6% |
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 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