+174.6%
ARM vs KMX
-36.5%
+211.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.9% | +5.5% |
| 7D | -15.2% | -7.4% | -7.8% | -13.0% |
| 30D | -40.7% | -3.4% | -37.3% | -40.2% |
| 3M | -39.1% | -11.3% | -27.8% | -36.9% |
| 6M | -26.4% | +30.6% | -57.0% | -34.5% |
| YTD | +59.7% | +33.2% | +26.5% | +38.3% |
| 1Y | +10.3% | +66.7% | -56.4% | -13.1% |
| 3Y | +228.9% | -22.1% | +250.9% | +254.0% |
| All | +174.6% | -36.5% | +211.1% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling