+358.0%
ALL vs KMX
+10.2%
+347.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.3% | -3.4% | -0.9% | -3.7% |
| 30D | -3.6% | +4.0% | -7.6% | -4.3% |
| 3M | +13.2% | +24.8% | -11.6% | +8.2% |
| 6M | +22.5% | +43.6% | -21.1% | +13.2% |
| YTD | +22.7% | +56.6% | -33.9% | +10.8% |
| 1Y | +28.3% | +2.2% | +26.1% | +24.4% |
| 3Y | +152.0% | -25.4% | +177.5% | +154.0% |
| 5Y | +115.4% | -55.0% | +170.5% | +136.7% |
| All | +358.0% | +10.2% | +347.9% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling