+14.8%
IGV vs KMX
-64.6%
+79.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.3% | +3.4% | -1.0% | +1.5% |
| 30D | -6.0% | +6.8% | -12.8% | -7.8% |
| 3M | -4.8% | -11.4% | +6.6% | -2.5% |
| 6M | +14.2% | +43.6% | -29.3% | +2.3% |
| YTD | -4.2% | +37.7% | -42.0% | -14.7% |
| 1Y | -5.3% | +53.0% | -58.2% | -18.4% |
| 3Y | +38.8% | -16.3% | +55.1% | +35.4% |
| All | +14.8% | -64.6% | +79.4% | +58.2% |
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 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