+1,453.8%
ALL vs KMX
+391.9%
+1,061.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | +10.6% | +2.9% | +7.8% | +10.0% |
| 3M | -4.6% | -7.0% | +2.4% | -3.7% |
| 6M | +20.2% | +34.1% | -13.9% | +13.8% |
| YTD | +23.7% | +40.0% | -16.3% | +15.2% |
| 1Y | +27.9% | +67.2% | -39.3% | +15.6% |
| 3Y | +109.2% | -13.4% | +122.6% | +103.6% |
| 5Y | +148.0% | -65.1% | +213.0% | +171.8% |
| 10Y | +363.8% | +6.9% | +356.9% | +312.3% |
| All | +1,453.8% | +391.9% | +1,061.9% | +931.4% |
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 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