+565.2%
A vs KMX
+3,860.6%
-3,295.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -0.5% | +3.4% | -3.8% | -1.3% |
| 30D | 0.0% | +6.8% | -6.8% | -2.1% |
| 3M | +16.7% | -11.4% | +28.1% | +19.8% |
| 6M | +54.8% | +43.6% | +11.3% | +38.7% |
| YTD | +28.8% | +37.7% | -8.9% | +15.2% |
| 1Y | +19.3% | +53.0% | -33.7% | +3.4% |
| 3Y | +65.5% | -16.3% | +81.8% | +62.6% |
| 5Y | +12.1% | -64.2% | +76.3% | +32.9% |
| 10Y | +305.4% | -2.8% | +308.2% | +240.2% |
| All | +565.2% | +3,860.6% | -3,295.3% | +41.8% |
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 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