+211.9%
B vs KMX
+3.6%
+208.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.2% |
| 30D | +9.5% | +2.6% | +6.9% | +9.3% |
| 3M | +14.3% | +25.6% | -11.2% | +12.2% |
| 6M | -1.9% | +41.9% | -43.7% | -4.9% |
| YTD | +4.1% | +56.0% | -51.9% | +0.2% |
| 1Y | +56.1% | -1.8% | +57.9% | +54.2% |
| 3Y | +202.0% | -25.7% | +227.7% | +201.5% |
| 5Y | +158.8% | -54.7% | +213.6% | +161.3% |
| 10Y | +211.9% | +9.2% | +202.7% | +225.6% |
| All | +211.9% | +3.6% | +208.3% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling