+121.8%
INDA vs KMX
+75.8%
+46.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | +2.9% | -11.4% | +14.3% | +4.9% |
| 6M | +7.2% | +43.6% | -36.3% | -0.8% |
| YTD | -4.8% | +37.7% | -42.5% | -12.1% |
| 1Y | -5.1% | +53.0% | -58.0% | -14.3% |
| 3Y | +16.7% | -16.3% | +33.0% | +13.8% |
| 5Y | +8.8% | -64.2% | +73.0% | +24.3% |
| 10Y | +116.2% | -2.8% | +119.1% | +78.8% |
| All | +121.8% | +75.8% | +46.0% | +58.4% |
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 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