+179.3%
IJH vs KMX
+11.6%
+167.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -1.9% | -3.1% | +1.3% | -0.9% |
| 30D | -4.6% | +4.4% | -9.1% | -6.0% |
| 3M | -1.2% | +18.9% | -20.1% | -7.1% |
| 6M | +9.4% | +44.3% | -34.9% | -4.3% |
| YTD | +13.3% | +58.7% | -45.4% | -4.6% |
| 1Y | +13.4% | +0.1% | +13.3% | +8.4% |
| 3Y | +50.4% | -24.4% | +74.9% | +53.2% |
| 5Y | +49.0% | -54.4% | +103.4% | +72.4% |
| All | +179.3% | +11.6% | +167.7% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling