+69.3%
A vs KMX
-13.2%
+82.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +4.3% | +3.0% | +1.3% | +3.3% |
| 3M | +19.8% | -7.8% | +27.6% | +21.4% |
| 6M | +54.4% | +34.3% | +20.0% | +42.1% |
| YTD | +31.7% | +40.2% | -8.5% | +18.1% |
| 1Y | +22.4% | +63.0% | -40.5% | +5.4% |
| All | +69.3% | -13.2% | +82.5% | +74.8% |
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 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