+41.3%
ICE vs KMX
-26.3%
+67.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.7% |
| 30D | +4.0% | +2.6% | +1.4% | +3.7% |
| 3M | +11.0% | +25.6% | -14.6% | +8.6% |
| 6M | -5.0% | +41.9% | -46.8% | -8.3% |
| YTD | -2.7% | +56.0% | -58.7% | -7.3% |
| 1Y | -8.6% | -1.8% | -6.8% | -9.0% |
| All | +41.3% | -26.3% | +67.6% | +39.2% |
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