+302.2%
ARMK vs KMX
+23.5%
+278.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | 0.0% | +11.7% | -11.7% | -3.5% |
| 3M | +6.7% | +34.9% | -28.2% | -3.8% |
| 6M | +38.8% | +50.3% | -11.4% | +19.2% |
| YTD | +55.2% | +63.8% | -8.6% | +28.9% |
| 1Y | +46.6% | +3.8% | +42.8% | +38.1% |
| 3Y | +112.9% | -24.3% | +137.2% | +114.9% |
| 5Y | +144.0% | -50.2% | +194.2% | +172.4% |
| 10Y | +132.4% | +5.4% | +127.0% | +95.7% |
| All | +302.2% | +23.5% | +278.7% | +230.2% |
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 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