+138.0%
ARMK vs KMX
+3.6%
+134.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | +2.4% | +2.6% | -0.2% | +1.3% |
| 3M | +6.1% | +25.6% | -19.5% | -2.7% |
| 6M | +41.8% | +41.9% | -0.1% | +22.8% |
| YTD | +55.5% | +56.0% | -0.5% | +29.6% |
| 1Y | +49.6% | -1.8% | +51.4% | +43.1% |
| 3Y | +122.8% | -25.7% | +148.5% | +126.1% |
| 5Y | +151.0% | -54.7% | +205.7% | +196.7% |
| 10Y | +138.0% | +9.2% | +128.8% | +98.7% |
| All | +138.0% | +3.6% | +134.3% | +98.7% |
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