+24.0%
IJR vs KMX
+5.0%
+19.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.2% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | -2.4% | +11.7% | -14.1% | -3.9% |
| 3M | +3.9% | +34.9% | -31.0% | -0.5% |
| 6M | +12.4% | +50.3% | -37.9% | +5.3% |
| YTD | +21.5% | +63.8% | -42.3% | +12.5% |
| 1Y | +24.0% | +3.8% | +20.1% | +18.6% |
| All | +24.0% | +5.0% | +19.0% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling