+1,164.6%
ARES vs KMX
+42.2%
+1,122.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | +0.3% | +11.7% | -11.4% | -3.4% |
| 3M | +8.5% | +34.9% | -26.4% | -2.4% |
| 6M | +23.5% | +50.3% | -26.8% | +5.7% |
| YTD | -11.2% | +63.8% | -75.0% | -26.4% |
| 1Y | -19.3% | +3.8% | -23.1% | -23.7% |
| 3Y | +48.7% | -24.3% | +72.9% | +52.6% |
| 5Y | +106.5% | -50.2% | +156.8% | +133.5% |
| 10Y | +1,055.3% | +5.4% | +1,050.0% | +891.0% |
| All | +1,164.6% | +42.2% | +1,122.4% | +976.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling