+31.8%
C vs KMX
+368.0%
-336.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -2.4% | -7.4% | +5.0% | -0.2% |
| 30D | -6.0% | -3.4% | -2.6% | -5.3% |
| 3M | -10.5% | -11.3% | +0.8% | -7.9% |
| 6M | -5.7% | +30.6% | -36.3% | -14.3% |
| YTD | +4.1% | +33.2% | -29.1% | -7.1% |
| 1Y | +20.5% | +66.7% | -46.2% | +0.2% |
| 3Y | +208.1% | -22.1% | +230.2% | +208.1% |
| 5Y | +110.4% | -66.7% | +177.1% | +158.5% |
| 10Y | +234.6% | +1.9% | +232.7% | +189.3% |
| All | +31.8% | +368.0% | -336.2% | -23.4% |
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 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