-25.3%
QS vs KMX
-26.1%
+0.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -5.0% | -3.4% | -1.6% | -3.6% |
| 30D | -18.3% | +4.0% | -22.3% | -19.8% |
| 3M | -26.0% | +24.8% | -50.8% | -33.3% |
| 6M | -24.0% | +43.6% | -67.7% | -37.1% |
| YTD | -50.3% | +56.6% | -106.9% | -60.5% |
| 1Y | -38.0% | +2.2% | -40.2% | -41.2% |
| All | -25.3% | -26.1% | +0.8% | -29.9% |
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