+219.8%
ARM vs KMX
-33.5%
+253.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.6% | +12.6% | +12.2% |
| 7D | +6.0% | -2.3% | +8.3% | +7.0% |
| 30D | -20.3% | +6.3% | -26.6% | -22.3% |
| 3M | -24.4% | -7.4% | -17.0% | -22.8% |
| 6M | -4.4% | +37.9% | -42.3% | -16.4% |
| YTD | +86.0% | +39.5% | +46.6% | +58.6% |
| 1Y | +35.8% | +57.9% | -22.0% | +9.8% |
| 3Y | +289.1% | -15.0% | +304.0% | +311.6% |
| All | +219.8% | -33.5% | +253.3% | +222.5% |
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