+22.9%
IP vs KMX
+5.5%
+17.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -5.3% | +1.9% | -7.2% | -5.8% |
| 30D | -10.9% | +11.7% | -22.5% | -13.8% |
| 3M | +11.2% | +34.9% | -23.7% | +1.0% |
| 6M | -10.2% | +50.3% | -60.5% | -21.7% |
| YTD | -2.0% | +63.8% | -65.8% | -17.2% |
| 1Y | -19.1% | +3.8% | -22.9% | -23.1% |
| 3Y | +20.9% | -24.3% | +45.1% | +23.2% |
| 5Y | -17.8% | -50.2% | +32.4% | -9.3% |
| All | +22.9% | +5.5% | +17.4% | +0.6% |
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