+41.1%
AR vs KMX
+10.2%
+30.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.3% | -3.4% | +2.1% | -0.3% |
| 30D | +3.5% | +4.0% | -0.5% | +2.1% |
| 3M | +9.9% | +24.8% | -14.9% | +1.1% |
| 6M | +4.5% | +43.6% | -39.1% | -9.7% |
| YTD | +13.7% | +56.6% | -43.0% | -5.7% |
| 1Y | +19.2% | +2.2% | +17.0% | +12.1% |
| 3Y | +46.2% | -25.4% | +71.6% | +48.3% |
| 5Y | +145.9% | -55.0% | +200.9% | +188.4% |
| All | +41.1% | +10.2% | +30.9% | +8.7% |
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