+19.3%
ARM vs KMX
+35.0%
-15.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | -5.9% |
| 7D | -18.7% | +2.1% | -20.8% | -19.1% |
| 30D | -36.7% | +0.5% | -37.2% | -36.9% |
| 3M | -31.6% | -4.1% | -27.5% | -31.4% |
| 6M | -5.6% | +49.5% | -55.2% | -13.7% |
| YTD | +75.5% | +42.7% | +32.8% | +61.5% |
| 1Y | +19.3% | +35.3% | -16.0% | +9.8% |
| All | +19.3% | +35.0% | -15.7% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling