+16.1%
A vs KMX
-64.3%
+80.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | +19.8% | -7.8% | +27.6% | +21.5% |
| 6M | +54.4% | +34.3% | +20.0% | +41.6% |
| YTD | +31.7% | +40.2% | -8.5% | +17.8% |
| 1Y | +22.4% | +63.0% | -40.5% | +5.1% |
| 3Y | +67.7% | -14.5% | +82.2% | +66.0% |
| All | +16.1% | -64.3% | +80.4% | +40.1% |
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