+130.6%
ARMK vs KMX
-2.3%
+132.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +2.7% | +3.4% | -0.7% | +1.5% |
| 30D | -1.5% | +6.8% | -8.3% | -4.0% |
| 3M | -11.6% | -11.4% | -0.2% | -8.7% |
| 6M | +6.7% | +43.6% | -36.8% | -7.5% |
| YTD | +47.4% | +37.7% | +9.7% | +26.9% |
| 1Y | +41.5% | +53.0% | -11.5% | +17.0% |
| 3Y | +95.5% | -16.3% | +111.8% | +87.4% |
| 5Y | +108.4% | -64.2% | +172.6% | +172.9% |
| All | +130.6% | -2.3% | +132.9% | +94.7% |
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