+115.9%
INDA vs KMX
-2.3%
+118.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.5% |
| 30D | +9.4% | +6.8% | +2.6% | +8.0% |
| 3M | +2.9% | -11.4% | +14.3% | +4.7% |
| 6M | +7.2% | +43.6% | -36.3% | -0.1% |
| YTD | -4.8% | +37.7% | -42.5% | -11.5% |
| 1Y | -5.1% | +53.0% | -58.0% | -13.6% |
| 3Y | +16.7% | -16.3% | +33.0% | +14.1% |
| 5Y | +8.8% | -64.2% | +73.0% | +24.7% |
| All | +115.9% | -2.3% | +118.2% | +86.4% |
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