+961.2%
ARES vs KMX
+11.6%
+949.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -6.1% | -3.1% | -3.0% | -5.0% |
| 30D | -7.5% | +4.4% | -12.0% | -9.0% |
| 3M | +0.1% | +18.9% | -18.8% | -6.6% |
| 6M | +30.3% | +44.3% | -14.0% | +11.6% |
| YTD | -16.6% | +58.7% | -75.3% | -31.3% |
| 1Y | -26.1% | +0.1% | -26.2% | -29.5% |
| 3Y | +36.4% | -24.4% | +60.9% | +40.3% |
| 5Y | +95.0% | -54.4% | +149.4% | +132.2% |
| All | +961.2% | +11.6% | +949.5% | +713.6% |
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