+286.5%
ARM vs KMX
-15.8%
+302.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.9% |
| 7D | +19.8% | 0.0% | +19.9% | +19.8% |
| 30D | -21.8% | +3.5% | -25.3% | -23.1% |
| 3M | -26.5% | -10.4% | -16.1% | -24.1% |
| 6M | -3.9% | +37.6% | -41.5% | -16.5% |
| YTD | +82.8% | +36.1% | +46.7% | +55.8% |
| 1Y | +34.3% | +52.8% | -18.5% | +8.6% |
| All | +286.5% | -15.8% | +302.3% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling