+47.7%
XYZ vs KMX
-22.2%
+69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.1% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | -1.7% | +11.7% | -13.4% | -6.0% |
| 3M | +16.7% | +34.9% | -18.1% | +2.5% |
| 6M | +26.9% | +50.3% | -23.4% | +4.6% |
| YTD | +27.1% | +63.8% | -36.6% | +0.7% |
| 1Y | +9.3% | +3.8% | +5.4% | +5.2% |
| All | +47.7% | -22.2% | +69.9% | +44.2% |
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