+17.6%
IP vs KMX
-2.3%
+19.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -0.3% | +3.4% | -3.7% | -1.3% |
| 30D | +7.9% | +6.8% | +1.1% | +5.8% |
| 3M | -15.3% | -11.4% | -3.9% | -12.5% |
| 6M | +10.5% | +43.6% | -33.1% | -1.9% |
| YTD | -9.4% | +37.7% | -47.1% | -19.6% |
| 1Y | -4.6% | +53.0% | -57.6% | -18.1% |
| 3Y | +21.2% | -16.3% | +37.5% | +19.9% |
| 5Y | -13.3% | -64.2% | +50.9% | +7.1% |
| All | +17.6% | -2.3% | +19.9% | +1.2% |
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