-12.1%
DOW vs KMX
+3.0%
-15.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.4% |
| 30D | -3.9% | +4.4% | -8.4% | -5.6% |
| 3M | -12.7% | +18.9% | -31.6% | -18.8% |
| 6M | -13.7% | +44.3% | -58.0% | -26.8% |
| YTD | +28.4% | +58.7% | -30.3% | +4.5% |
| 1Y | +21.8% | +0.1% | +21.6% | +15.7% |
| 3Y | -35.7% | -24.4% | -11.3% | -33.8% |
| 5Y | -36.8% | -54.4% | +17.6% | -24.4% |
| All | -12.1% | +3.0% | -15.1% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling