-16.3%
A vs KMX
-54.8%
+38.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.6% | -3.4% | -1.2% | -3.7% |
| 30D | -4.3% | +4.0% | -8.3% | -5.3% |
| 3M | +8.9% | +24.8% | -15.8% | +2.5% |
| 6M | +24.5% | +43.6% | -19.1% | +12.1% |
| YTD | +5.8% | +56.6% | -50.8% | -7.3% |
| 1Y | +16.2% | +2.2% | +14.0% | +12.2% |
| 3Y | +28.5% | -25.4% | +53.9% | +31.9% |
| 5Y | -16.3% | -55.0% | +38.7% | -7.6% |
| All | -16.3% | -54.8% | +38.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling