+51.6%
C vs KMX
+475.4%
-423.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | +0.1% | +11.7% | -11.6% | -3.3% |
| 3M | +2.4% | +34.9% | -32.5% | -7.1% |
| 6M | +24.9% | +50.3% | -25.3% | +8.6% |
| YTD | +19.8% | +63.8% | -44.0% | +1.1% |
| 1Y | +44.9% | +3.8% | +41.0% | +36.4% |
| 3Y | +263.0% | -24.3% | +287.3% | +266.3% |
| 5Y | +129.5% | -50.2% | +179.8% | +150.0% |
| 10Y | +291.6% | +5.4% | +286.2% | +235.1% |
| All | +51.6% | +475.4% | -423.8% | -16.7% |
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