+25.7%
QSR vs KMX
+3.5%
+22.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -4.0% | -3.1% | -0.9% | -3.8% |
| 30D | +2.8% | +4.4% | -1.7% | +2.5% |
| 3M | +5.1% | +18.9% | -13.8% | +4.0% |
| 6M | +8.8% | +44.3% | -35.5% | +6.0% |
| YTD | +14.8% | +58.7% | -43.9% | +12.0% |
| 1Y | +25.7% | +0.1% | +25.6% | +25.2% |
| All | +25.7% | +3.5% | +22.2% | +25.2% |
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