+153.8%
B vs KMX
-52.4%
+206.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +1.4% | +4.1% | -2.8% | +1.0% |
| 3M | +12.2% | +27.5% | -15.3% | +9.8% |
| 6M | -2.1% | +43.6% | -45.7% | -5.5% |
| YTD | +2.9% | +56.8% | -53.8% | -1.3% |
| 1Y | +55.3% | -1.3% | +56.6% | +52.9% |
| 3Y | +198.7% | -25.4% | +224.1% | +197.2% |
| 5Y | +153.8% | -53.9% | +207.7% | +144.4% |
| All | +153.8% | -52.4% | +206.2% | +144.4% |
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