-15.7%
SHOP vs KMX
-54.2%
+38.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -10.6% | -1.9% | -8.8% | -9.6% |
| 30D | -18.3% | +2.6% | -20.9% | -19.3% |
| 3M | +14.8% | +25.6% | -10.8% | +0.1% |
| 6M | -5.0% | +41.9% | -46.9% | -24.4% |
| YTD | -21.2% | +56.0% | -77.3% | -41.4% |
| 1Y | -11.6% | -1.8% | -9.8% | -16.5% |
| 3Y | +101.2% | -25.7% | +127.0% | +116.3% |
| 5Y | -15.7% | -54.7% | +39.0% | +24.6% |
| All | -15.7% | -54.2% | +38.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling