+24.4%
IOT vs KMX
-25.1%
+49.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -4.5% | -3.1% | -1.4% | -3.7% |
| 30D | -2.4% | +4.4% | -6.9% | -3.8% |
| 3M | +19.0% | +18.9% | +0.1% | +11.8% |
| 6M | +19.6% | +44.3% | -24.6% | +3.7% |
| YTD | +8.3% | +58.7% | -50.4% | -10.0% |
| 1Y | -0.8% | +0.1% | -0.9% | -2.9% |
| 3Y | +24.4% | -24.4% | +48.8% | +19.5% |
| All | +24.4% | -25.1% | +49.5% | +19.5% |
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