+293.0%
IBKR vs KMX
-25.1%
+318.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | -0.2% | +4.4% | -4.7% | -1.0% |
| 3M | +3.0% | +18.9% | -16.0% | -0.7% |
| 6M | +33.9% | +44.3% | -10.4% | +23.1% |
| YTD | +42.5% | +58.7% | -16.2% | +28.4% |
| 1Y | +44.9% | +0.1% | +44.7% | +41.8% |
| 3Y | +293.0% | -24.4% | +317.4% | +305.8% |
| All | +293.0% | -25.1% | +318.1% | +305.8% |
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 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