+109.2%
ALL vs KMX
-16.1%
+125.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.7% |
| 7D | -3.9% | -4.1% | +0.2% | -3.7% |
| 30D | +10.6% | +2.9% | +7.8% | +10.4% |
| 3M | -4.6% | -7.0% | +2.4% | -4.3% |
| 6M | +20.2% | +34.1% | -13.9% | +18.4% |
| YTD | +23.7% | +40.0% | -16.3% | +20.8% |
| 1Y | +27.9% | +67.2% | -39.3% | +23.3% |
| 3Y | +109.2% | -13.4% | +122.6% | +119.4% |
| All | +109.2% | -16.1% | +125.3% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling