+112.8%
SHOP vs KMX
-25.6%
+138.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -6.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.7% |
| 30D | -11.5% | +4.1% | -15.6% | -12.7% |
| 3M | +21.1% | +27.5% | -6.5% | +9.7% |
| 6M | +3.0% | +43.6% | -40.6% | -12.4% |
| YTD | -16.7% | +56.8% | -73.4% | -32.2% |
| 1Y | -8.3% | -1.3% | -7.0% | -10.0% |
| 3Y | +112.8% | -25.4% | +138.2% | +114.6% |
| All | +112.8% | -25.6% | +138.4% | +114.6% |
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 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