+155.0%
B vs KMX
+475.4%
-320.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +9.4% | +11.7% | -2.2% | +8.8% |
| 3M | +5.0% | +34.9% | -29.9% | +3.2% |
| 6M | -3.5% | +50.3% | -53.8% | -5.9% |
| YTD | +4.5% | +63.8% | -59.3% | +1.4% |
| 1Y | +67.8% | +3.8% | +63.9% | +66.0% |
| 3Y | +196.7% | -24.3% | +221.0% | +196.6% |
| 5Y | +151.9% | -50.2% | +202.2% | +154.3% |
| 10Y | +202.2% | +5.4% | +196.8% | +189.3% |
| All | +155.0% | +475.4% | -320.3% | +129.2% |
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