+168.1%
IJR vs KMX
+11.6%
+156.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -2.2% | -3.1% | +0.9% | -1.2% |
| 30D | -4.6% | +4.4% | -9.0% | -6.1% |
| 3M | +0.2% | +18.9% | -18.7% | -6.0% |
| 6M | +14.7% | +44.3% | -29.6% | -0.4% |
| YTD | +18.9% | +58.7% | -39.8% | -0.9% |
| 1Y | +19.9% | +0.1% | +19.8% | +14.5% |
| 3Y | +53.0% | -24.4% | +77.5% | +56.6% |
| 5Y | +40.9% | -54.4% | +95.3% | +64.4% |
| All | +168.1% | +11.6% | +156.5% | +111.4% |
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