+1,107.1%
D vs KMX
+475.4%
+631.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | +0.4% | +1.9% | -1.5% | +0.3% |
| 30D | -3.6% | +11.7% | -15.2% | -4.5% |
| 3M | -1.0% | +34.9% | -35.9% | -3.6% |
| 6M | +6.3% | +50.3% | -44.0% | +2.3% |
| YTD | +14.7% | +63.8% | -49.1% | +9.4% |
| 1Y | +16.9% | +3.8% | +13.1% | +15.1% |
| 3Y | +56.8% | -24.3% | +81.1% | +56.9% |
| 5Y | +5.2% | -50.2% | +55.4% | +7.2% |
| 10Y | +35.9% | +5.4% | +30.5% | +28.7% |
| All | +1,107.1% | +475.4% | +631.7% | +924.1% |
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