+26.8%
IP vs KMX
+13.6%
+13.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.4% |
| 7D | -3.0% | -4.1% | +1.1% | -1.8% |
| 30D | +10.6% | +2.9% | +7.8% | +9.6% |
| 3M | -13.6% | -7.0% | -6.6% | -12.0% |
| 6M | +10.4% | +34.1% | -23.7% | 0.0% |
| YTD | -6.5% | +40.0% | -46.5% | -17.4% |
| 1Y | -2.1% | +67.2% | -69.3% | -18.2% |
| 3Y | +22.0% | -13.4% | +35.4% | +19.4% |
| 5Y | -9.7% | -65.1% | +55.3% | +12.6% |
| 10Y | +26.8% | +6.9% | +19.9% | +6.2% |
| All | +26.8% | +13.6% | +13.2% | +6.2% |
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