+32.8%
A vs KMX
-26.0%
+58.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.6% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | +0.6% | +4.1% | -3.5% | -0.4% |
| 3M | +10.9% | +27.5% | -16.6% | +4.2% |
| 6M | +28.2% | +43.6% | -15.4% | +15.9% |
| YTD | +8.6% | +56.8% | -48.2% | -4.4% |
| 1Y | +15.5% | -1.3% | +16.8% | +14.0% |
| All | +32.8% | -26.0% | +58.8% | +32.9% |
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