-10.4%
DOW vs KMX
+1.7%
-12.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +2.0% | +4.1% | -2.2% | +0.3% |
| 3M | -12.5% | +27.5% | -40.1% | -20.8% |
| 6M | -9.2% | +43.6% | -52.8% | -22.8% |
| YTD | +30.8% | +56.8% | -26.0% | +6.9% |
| 1Y | +29.4% | -1.3% | +30.7% | +23.6% |
| 3Y | -34.6% | -25.4% | -9.2% | -32.3% |
| 5Y | -35.9% | -53.9% | +18.0% | -24.0% |
| All | -10.4% | +1.7% | -12.2% | -20.1% |
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