-35.5%
DOW vs KMX
-54.8%
+19.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -1.6% |
| 30D | -4.1% | +4.0% | -8.1% | -5.2% |
| 3M | -12.4% | +24.8% | -37.2% | -18.1% |
| 6M | -10.6% | +43.6% | -54.2% | -20.7% |
| YTD | +31.1% | +56.6% | -25.5% | +13.1% |
| 1Y | +30.5% | +2.2% | +28.3% | +25.6% |
| 3Y | -34.4% | -25.4% | -9.0% | -32.2% |
| 5Y | -35.5% | -55.0% | +19.5% | -29.6% |
| All | -35.5% | -54.8% | +19.3% | -29.6% |
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