+149.1%
ARMK vs KMX
-52.4%
+201.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +2.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +3.1% | +4.1% | -1.0% | +2.1% |
| 3M | +9.2% | +27.5% | -18.3% | +2.8% |
| 6M | +43.7% | +43.6% | +0.1% | +30.2% |
| YTD | +57.4% | +56.8% | +0.6% | +39.2% |
| 1Y | +51.9% | -1.3% | +53.2% | +48.2% |
| 3Y | +125.4% | -25.4% | +150.8% | +131.3% |
| 5Y | +149.1% | -53.9% | +203.0% | +186.2% |
| All | +149.1% | -52.4% | +201.5% | +186.2% |
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