+46.0%
F vs KMX
-14.8%
+60.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -3.1% | +3.4% | -6.5% | -4.0% |
| 30D | 0.0% | +6.8% | -6.8% | -1.9% |
| 3M | -13.2% | -11.4% | -1.8% | -10.5% |
| 6M | -10.2% | +43.6% | -53.8% | -19.3% |
| YTD | -4.9% | +37.7% | -42.7% | -15.8% |
| 1Y | -6.1% | +53.0% | -59.1% | -19.8% |
| 3Y | +46.0% | -16.3% | +62.3% | +44.0% |
| All | +46.0% | -14.8% | +60.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling