+1,135.5%
IJR vs KMX
+4,723.2%
-3,587.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | -3.6% | +2.6% | -6.2% | -4.4% |
| 3M | +2.3% | +25.6% | -23.3% | -4.5% |
| 6M | +14.3% | +41.9% | -27.5% | +2.3% |
| YTD | +19.3% | +56.0% | -36.7% | +3.4% |
| 1Y | +22.6% | -1.8% | +24.4% | +18.2% |
| 3Y | +53.5% | -25.7% | +79.3% | +56.6% |
| 5Y | +39.9% | -54.7% | +94.7% | +56.6% |
| 10Y | +172.1% | +9.2% | +162.9% | +132.9% |
| All | +1,135.5% | +4,723.2% | -3,587.7% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling