+8,552.4%
SHOP vs KMX
-26.5%
+8,578.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -1.2% | +3.4% | -4.6% | -2.8% |
| 30D | -14.7% | +6.8% | -21.6% | -17.5% |
| 3M | -7.2% | -11.4% | +4.2% | -2.6% |
| 6M | +54.2% | +43.6% | +10.6% | +27.2% |
| YTD | -8.6% | +37.7% | -46.4% | -25.1% |
| 1Y | +0.5% | +53.0% | -52.5% | -22.0% |
| 3Y | +135.9% | -16.3% | +152.3% | +132.6% |
| 5Y | -11.9% | -64.2% | +52.3% | +25.8% |
| 10Y | +3,608.8% | -2.8% | +3,611.6% | +3,082.2% |
| All | +8,552.4% | -26.5% | +8,578.8% | +8,219.5% |
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