-11.0%
SHOP vs KMX
-0.2%
-10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -13.2% | -3.4% | -9.8% | -12.5% |
| 30D | -17.0% | +4.0% | -21.1% | -17.6% |
| 3M | +17.0% | +24.8% | -7.8% | +11.0% |
| 6M | -2.1% | +43.6% | -45.8% | -11.3% |
| YTD | -21.4% | +56.6% | -78.0% | -30.4% |
| 1Y | -11.0% | +2.2% | -13.2% | -11.8% |
| All | -11.0% | -0.2% | -10.8% | -11.8% |
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