+193.0%
ARM vs KMX
-33.2%
+226.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +4.9% |
| 7D | -5.3% | -4.1% | -1.2% | -4.0% |
| 30D | -30.0% | +2.9% | -32.9% | -31.0% |
| 3M | -34.1% | -7.0% | -27.1% | -32.8% |
| 6M | -12.6% | +34.1% | -46.8% | -22.9% |
| YTD | +70.4% | +40.0% | +30.4% | +45.1% |
| 1Y | +22.3% | +67.2% | -45.0% | -3.4% |
| 3Y | +261.2% | -13.4% | +274.6% | +281.3% |
| All | +193.0% | -33.2% | +226.2% | +195.1% |
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