+476.0%
A vs KMX
+4,610.0%
-4,133.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.3% |
| 7D | -1.9% | +1.9% | -3.8% | -2.4% |
| 30D | +6.9% | +11.7% | -4.8% | +3.7% |
| 3M | +9.2% | +34.9% | -25.7% | +0.1% |
| 6M | +25.7% | +50.3% | -24.6% | +11.0% |
| YTD | +11.5% | +63.8% | -52.3% | -4.3% |
| 1Y | +18.4% | +3.8% | +14.5% | +12.6% |
| 3Y | +26.6% | -24.3% | +50.9% | +28.1% |
| 5Y | -12.8% | -50.2% | +37.4% | -5.4% |
| 10Y | +247.2% | +5.4% | +241.8% | +186.5% |
| All | +476.0% | +4,610.0% | -4,133.9% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling