+146.2%
B vs KMX
-64.7%
+210.9%
-47.6%
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% | +3.7% |
| 7D | +11.3% | -4.1% | +15.4% | +11.8% |
| 30D | +2.9% | +2.9% | +0.1% | +2.6% |
| 3M | -2.9% | -7.0% | +4.1% | -2.3% |
| 6M | -1.2% | +34.1% | -35.3% | -4.1% |
| YTD | -1.3% | +40.0% | -41.4% | -4.8% |
| 1Y | +30.4% | +67.2% | -36.8% | +24.0% |
| 3Y | +195.3% | -13.4% | +208.7% | +190.9% |
| 5Y | +146.2% | -65.1% | +211.3% | +133.1% |
| All | +146.2% | -64.7% | +210.9% | +133.1% |
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