+40.0%
ICE vs KMX
-54.8%
+94.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -5.3% | -3.4% | -2.0% | -4.9% |
| 30D | +3.0% | +4.0% | -1.0% | +2.4% |
| 3M | +11.4% | +24.8% | -13.3% | +7.6% |
| 6M | -2.0% | +43.6% | -45.7% | -7.9% |
| YTD | -3.1% | +56.6% | -59.8% | -10.5% |
| 1Y | -8.4% | +2.2% | -10.6% | -10.2% |
| 3Y | +40.7% | -25.4% | +66.2% | +42.8% |
| 5Y | +40.0% | -55.0% | +95.0% | +51.8% |
| All | +40.0% | -54.8% | +94.8% | +51.8% |
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 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