+1,489.2%
ALL vs KMX
+475.4%
+1,013.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -1.5% | +11.7% | -13.2% | -3.2% |
| 3M | +23.6% | +34.9% | -11.3% | +17.4% |
| 6M | +22.3% | +50.3% | -27.9% | +13.5% |
| YTD | +26.5% | +63.8% | -37.3% | +15.2% |
| 1Y | +27.0% | +3.8% | +23.2% | +22.8% |
| 3Y | +149.6% | -24.3% | +173.9% | +148.5% |
| 5Y | +118.1% | -50.2% | +168.3% | +125.6% |
| 10Y | +369.0% | +5.4% | +363.6% | +317.7% |
| All | +1,489.2% | +475.4% | +1,013.9% | +931.5% |
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 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