+121.6%
ARMK vs KMX
-22.2%
+143.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | 0.0% | +11.7% | -11.7% | -1.9% |
| 3M | +6.7% | +34.9% | -28.2% | +0.8% |
| 6M | +38.8% | +50.3% | -11.4% | +27.5% |
| YTD | +55.2% | +63.8% | -8.6% | +39.9% |
| 1Y | +46.6% | +3.8% | +42.8% | +43.5% |
| All | +121.6% | -22.2% | +143.8% | +127.3% |
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 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