+126.2%
B vs KMX
+392.6%
-266.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.3% | -6.1% |
| 7D | +7.1% | +1.5% | +5.6% | +7.0% |
| 30D | -3.3% | +3.0% | -6.3% | -3.5% |
| 3M | -2.5% | -7.8% | +5.3% | -2.2% |
| 6M | -7.2% | +34.3% | -41.6% | -8.9% |
| YTD | -7.4% | +40.2% | -47.6% | -9.3% |
| 1Y | +16.4% | +63.0% | -46.5% | +13.0% |
| 3Y | +178.7% | -14.5% | +193.2% | +177.1% |
| 5Y | +121.7% | -64.3% | +186.0% | +127.8% |
| 10Y | +208.6% | +2.8% | +205.8% | +196.2% |
| All | +126.2% | +392.6% | -266.4% | +104.9% |
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