+311.3%
ARM vs KMX
-25.3%
+336.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +5.2% |
| 7D | +11.4% | -0.7% | +12.1% | +11.6% |
| 30D | -7.4% | +4.1% | -11.6% | -8.9% |
| 3M | -24.5% | +27.5% | -52.0% | -31.6% |
| 6M | +128.7% | +43.6% | +85.1% | +96.0% |
| YTD | +139.3% | +56.8% | +82.5% | +96.8% |
| 1Y | +88.0% | -1.3% | +89.3% | +84.1% |
| All | +311.3% | -25.3% | +336.6% | +300.3% |
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 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