+40.9%
ICE vs KMX
-64.6%
+105.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | +3.6% | +3.4% | +0.2% | +3.1% |
| 30D | +15.1% | +6.8% | +8.3% | +13.9% |
| 3M | +15.4% | -11.4% | +26.7% | +17.1% |
| 6M | +16.1% | +43.6% | -27.4% | +9.4% |
| YTD | +11.4% | +37.7% | -26.4% | +4.7% |
| 1Y | +18.5% | +53.0% | -34.5% | +9.4% |
| 3Y | +70.5% | -16.3% | +86.8% | +68.1% |
| All | +40.9% | -64.6% | +105.5% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling