+72.2%
F vs KMX
+6.5%
+65.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -0.2% | +1.5% | -1.8% | -1.0% |
| 30D | +0.9% | +3.0% | -2.1% | -0.6% |
| 3M | -11.3% | -7.8% | -3.5% | -8.8% |
| 6M | +2.0% | +34.3% | -32.3% | -11.5% |
| YTD | -3.2% | +40.2% | -43.4% | -19.9% |
| 1Y | -3.5% | +63.0% | -66.4% | -25.6% |
| 3Y | +48.1% | -14.5% | +62.6% | +41.8% |
| 5Y | -13.5% | -64.3% | +50.8% | +20.8% |
| 10Y | +72.2% | +2.8% | +69.4% | +32.8% |
| All | +72.2% | +6.5% | +65.7% | +32.8% |
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