+35.0%
C vs KMX
+391.9%
-356.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.7% | +1.0% |
| 7D | -0.9% | -4.1% | +3.2% | +0.3% |
| 30D | -5.4% | +2.9% | -8.3% | -6.4% |
| 3M | -9.2% | -7.0% | -2.2% | -7.7% |
| 6M | -1.8% | +34.1% | -36.0% | -11.4% |
| YTD | +6.7% | +40.0% | -33.4% | -6.2% |
| 1Y | +23.5% | +67.2% | -43.7% | +2.7% |
| 3Y | +219.8% | -13.4% | +233.2% | +210.0% |
| 5Y | +112.4% | -65.1% | +177.5% | +157.2% |
| 10Y | +220.1% | +6.9% | +213.2% | +173.0% |
| All | +35.0% | +391.9% | -356.9% | -22.7% |
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