+2.3%
IP vs KMX
+35.0%
-32.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.8% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | +11.2% | +0.5% | +10.7% | +10.9% |
| 3M | -14.8% | -4.1% | -10.7% | -14.3% |
| 6M | +17.3% | +49.5% | -32.2% | +7.4% |
| YTD | -6.2% | +42.7% | -48.9% | -13.3% |
| 1Y | +2.3% | +35.3% | -33.0% | -5.3% |
| All | +2.3% | +35.0% | -32.6% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling