-27.5%
DOW vs KMX
-64.6%
+37.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +5.2% | +3.4% | +1.8% | +4.3% |
| 30D | +13.2% | +6.8% | +6.4% | +11.0% |
| 3M | +10.1% | -11.4% | +21.5% | +12.7% |
| 6M | -13.1% | +43.6% | -56.6% | -22.7% |
| YTD | +46.1% | +37.7% | +8.4% | +29.2% |
| 1Y | +50.0% | +53.0% | -3.0% | +28.6% |
| 3Y | -20.2% | -16.3% | -3.9% | -19.7% |
| All | -27.5% | -64.6% | +37.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling