+73.3%
D vs KMX
-22.6%
+95.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | +3.0% | -7.4% | +10.3% | +3.5% |
| 30D | +11.5% | -3.4% | +14.9% | +11.7% |
| 3M | +3.7% | -11.3% | +15.1% | +4.5% |
| 6M | +13.5% | +30.6% | -17.0% | +11.0% |
| YTD | +20.7% | +33.2% | -12.5% | +16.9% |
| 1Y | +18.2% | +66.7% | -48.5% | +11.8% |
| 3Y | +73.3% | -22.1% | +95.4% | +69.8% |
| All | +73.3% | -22.6% | +95.9% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling