+115.1%
INDA vs KMX
+109.1%
+6.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | -0.8% | +11.7% | -12.5% | -2.9% |
| 3M | +3.9% | +34.9% | -31.0% | -2.2% |
| 6M | -0.7% | +50.3% | -51.0% | -9.0% |
| YTD | -7.7% | +63.8% | -71.5% | -17.2% |
| 1Y | -5.1% | +3.8% | -8.9% | -8.3% |
| 3Y | +13.6% | -24.3% | +37.9% | +13.9% |
| 5Y | +7.8% | -50.2% | +58.0% | +14.3% |
| 10Y | +84.6% | +5.4% | +79.3% | +51.5% |
| All | +115.1% | +109.1% | +6.1% | +49.3% |
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 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