-12.4%
IP vs KMX
-66.8%
+54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.4% |
| 7D | -5.1% | -7.4% | +2.3% | -3.1% |
| 30D | +8.5% | -3.4% | +11.9% | +9.4% |
| 3M | -13.8% | -11.3% | -2.5% | -11.4% |
| 6M | +5.7% | +30.6% | -24.8% | -2.2% |
| YTD | -9.1% | +33.2% | -42.3% | -17.3% |
| 1Y | -0.8% | +66.7% | -67.5% | -14.8% |
| 3Y | +14.8% | -22.1% | +36.9% | +17.0% |
| All | -12.4% | -66.8% | +54.4% | -0.4% |
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