+140.9%
B vs KMX
+391.9%
-251.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.9% |
| 7D | +11.3% | -4.1% | +15.4% | +11.6% |
| 30D | +2.9% | +2.9% | +0.1% | +2.8% |
| 3M | -2.9% | -7.0% | +4.1% | -2.5% |
| 6M | -1.2% | +34.1% | -35.3% | -2.9% |
| YTD | -1.3% | +40.0% | -41.4% | -3.4% |
| 1Y | +30.4% | +67.2% | -36.8% | +26.4% |
| 3Y | +195.3% | -13.4% | +208.7% | +193.4% |
| 5Y | +146.2% | -65.1% | +211.3% | +153.2% |
| 10Y | +200.5% | +6.9% | +193.6% | +187.8% |
| All | +140.9% | +391.9% | -251.0% | +118.2% |
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