-11.5%
IP vs KMX
-64.7%
+53.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | +9.4% | +3.0% | +6.4% | +8.5% |
| 3M | -14.1% | -7.8% | -6.2% | -12.5% |
| 6M | +9.2% | +34.3% | -25.2% | +0.2% |
| YTD | -7.5% | +40.2% | -47.8% | -17.0% |
| 1Y | -2.8% | +63.0% | -65.8% | -16.1% |
| 3Y | +21.2% | -14.5% | +35.7% | +20.7% |
| 5Y | -11.5% | -64.3% | +52.9% | -0.5% |
| All | -11.5% | -64.7% | +53.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling