+97.0%
ARES vs KMX
-54.2%
+151.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -2.4% | +2.6% | -5.0% | -3.3% |
| 3M | +3.9% | +25.6% | -21.7% | -4.4% |
| 6M | +26.4% | +41.9% | -15.5% | +9.9% |
| YTD | -14.9% | +56.0% | -70.9% | -28.7% |
| 1Y | -20.4% | -1.8% | -18.6% | -22.9% |
| 3Y | +38.8% | -25.7% | +64.5% | +45.5% |
| 5Y | +97.0% | -54.7% | +151.7% | +132.3% |
| All | +97.0% | -54.2% | +151.1% | +132.3% |
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