+108.1%
ARMK vs KMX
-64.7%
+172.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.1% |
| 7D | +0.9% | -4.1% | +5.0% | +1.7% |
| 30D | -0.4% | +2.9% | -3.2% | -1.2% |
| 3M | -2.0% | -7.0% | +5.0% | -0.9% |
| 6M | +22.0% | +34.1% | -12.2% | +12.6% |
| YTD | +49.6% | +40.0% | +9.6% | +35.1% |
| 1Y | +46.4% | +67.2% | -20.9% | +26.2% |
| 3Y | +103.2% | -13.4% | +116.7% | +99.1% |
| 5Y | +108.1% | -65.1% | +173.2% | +174.3% |
| All | +108.1% | -64.7% | +172.8% | +174.3% |
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 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