+296.4%
ARM vs KMX
-21.9%
+318.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.5% |
| 7D | +5.5% | +1.9% | +3.6% | +4.8% |
| 30D | -8.2% | +11.7% | -19.9% | -11.7% |
| 3M | -35.9% | +34.9% | -70.8% | -43.1% |
| 6M | +103.1% | +50.3% | +52.9% | +71.5% |
| YTD | +130.6% | +63.8% | +66.8% | +87.0% |
| 1Y | +86.1% | +3.8% | +82.2% | +79.0% |
| All | +296.4% | -21.9% | +318.4% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling