+10.3%
ARM vs KMX
+42.7%
-32.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.9% | +5.2% |
| 7D | -15.2% | -7.4% | -7.8% | -13.7% |
| 30D | -40.7% | -3.4% | -37.3% | -40.3% |
| 3M | -39.1% | -11.3% | -27.8% | -37.6% |
| 6M | -26.4% | +30.6% | -57.0% | -32.6% |
| YTD | +59.7% | +33.2% | +26.5% | +46.2% |
| 1Y | +10.3% | +66.7% | -56.4% | +7.0% |
| All | +10.3% | +42.7% | -32.3% | +7.0% |
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