+284.0%
ARMK vs KMX
+5.7%
+278.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.2% |
| 30D | -1.3% | +3.0% | -4.3% | -2.6% |
| 3M | -2.5% | -7.8% | +5.3% | -0.7% |
| 6M | +20.8% | +34.3% | -13.5% | +7.9% |
| YTD | +48.2% | +40.2% | +7.9% | +28.4% |
| 1Y | +45.7% | +63.0% | -17.2% | +19.8% |
| 3Y | +96.6% | -14.5% | +111.0% | +88.3% |
| 5Y | +106.6% | -64.3% | +170.9% | +160.5% |
| 10Y | +132.6% | +2.8% | +129.8% | +99.3% |
| All | +284.0% | +5.7% | +278.3% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling