+247.4%
A vs KMX
+11.6%
+235.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +2.3% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | -0.9% | +4.4% | -5.3% | -2.0% |
| 3M | +13.6% | +18.9% | -5.3% | +8.3% |
| 6M | +27.8% | +44.3% | -16.4% | +14.9% |
| YTD | +8.6% | +58.7% | -50.1% | -5.2% |
| 1Y | +16.9% | +0.1% | +16.8% | +13.1% |
| 3Y | +32.9% | -24.4% | +57.3% | +35.3% |
| 5Y | -14.1% | -54.4% | +40.3% | -4.5% |
| All | +247.4% | +11.6% | +235.8% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling