+145.9%
AR vs KMX
-54.8%
+200.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.7% |
| 30D | +3.5% | +4.0% | -0.5% | +2.7% |
| 3M | +9.9% | +24.8% | -14.9% | +4.6% |
| 6M | +4.5% | +43.6% | -39.1% | -4.3% |
| YTD | +13.7% | +56.6% | -43.0% | +1.4% |
| 1Y | +19.2% | +2.2% | +17.0% | +15.9% |
| 3Y | +46.2% | -25.4% | +71.6% | +50.6% |
| 5Y | +145.9% | -55.0% | +200.9% | +173.4% |
| All | +145.9% | -54.8% | +200.7% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling