+95.7%
AR vs KMX
-64.5%
+160.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +4.5% | +6.3% | -1.8% | +3.1% |
| 3M | +1.0% | -7.4% | +8.4% | +2.1% |
| 6M | +4.4% | +37.9% | -33.5% | -3.7% |
| YTD | +10.9% | +39.5% | -28.6% | +0.4% |
| 1Y | +8.6% | +57.9% | -49.3% | -4.9% |
| 3Y | +48.5% | -15.0% | +63.5% | +47.0% |
| 5Y | +95.7% | -64.1% | +159.9% | +162.2% |
| All | +95.7% | -64.5% | +160.2% | +162.2% |
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