+1,147.8%
D vs KMX
+389.9%
+757.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.4% | -2.3% | -0.2% | -2.3% |
| 30D | +9.0% | +6.3% | +2.7% | +8.4% |
| 3M | +1.0% | -7.4% | +8.3% | +1.4% |
| 6M | +11.0% | +37.9% | -26.9% | +7.7% |
| YTD | +19.8% | +39.5% | -19.7% | +15.6% |
| 1Y | +16.0% | +57.9% | -41.9% | +10.6% |
| 3Y | +74.4% | -15.0% | +89.3% | +72.8% |
| 5Y | +13.5% | -64.1% | +77.7% | +18.7% |
| 10Y | +48.4% | -1.6% | +50.0% | +41.4% |
| All | +1,147.8% | +389.9% | +757.9% | +971.3% |
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