-44.6%
QS vs KMX
-39.3%
-5.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | 0.0% |
| 7D | -2.3% | +1.9% | -4.2% | -3.2% |
| 30D | -0.7% | +11.7% | -12.4% | -6.1% |
| 3M | -39.6% | +34.9% | -74.5% | -48.4% |
| 6M | -21.7% | +50.3% | -72.0% | -38.0% |
| YTD | -47.4% | +63.8% | -111.2% | -60.3% |
| 1Y | -28.4% | +3.8% | -32.2% | -33.7% |
| 3Y | -22.6% | -24.3% | +1.7% | -18.4% |
| 5Y | -75.6% | -50.2% | -25.4% | -72.1% |
| All | -44.6% | -39.3% | -5.3% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling