+620.2%
TEVA vs KMX
+457.5%
+162.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +2.0% | -3.1% | +5.1% | +2.4% |
| 30D | +1.0% | +4.4% | -3.5% | +0.3% |
| 3M | +7.3% | +18.9% | -11.6% | +4.5% |
| 6M | +21.7% | +44.3% | -22.6% | +15.2% |
| YTD | +18.8% | +58.7% | -39.9% | +10.7% |
| 1Y | +86.5% | +0.1% | +86.4% | +82.8% |
| 3Y | +269.4% | -24.4% | +293.8% | +270.8% |
| 5Y | +303.6% | -54.4% | +358.0% | +323.9% |
| 10Y | -22.9% | +11.0% | -34.0% | -27.0% |
| All | +620.2% | +457.5% | +162.7% | +473.0% |
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