+53.0%
IJR vs KMX
-25.1%
+78.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -2.2% | -3.1% | +0.9% | -1.4% |
| 30D | -4.6% | +4.4% | -9.0% | -5.7% |
| 3M | +0.2% | +18.9% | -18.7% | -4.7% |
| 6M | +14.7% | +44.3% | -29.6% | +2.3% |
| YTD | +18.9% | +58.7% | -39.8% | +2.4% |
| 1Y | +19.9% | +0.1% | +19.8% | +18.0% |
| 3Y | +53.0% | -24.4% | +77.5% | +52.3% |
| All | +53.0% | -25.1% | +78.1% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling