-16.1%
IP vs KMX
-50.1%
+34.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -5.3% | +1.9% | -7.2% | -5.7% |
| 30D | -10.9% | +11.7% | -22.5% | -13.3% |
| 3M | +11.2% | +34.9% | -23.7% | +2.6% |
| 6M | -10.2% | +50.3% | -60.5% | -20.0% |
| YTD | -2.0% | +63.8% | -65.8% | -14.9% |
| 1Y | -19.1% | +3.8% | -22.9% | -22.4% |
| 3Y | +20.9% | -24.3% | +45.1% | +23.2% |
| All | -16.1% | -50.1% | +34.0% | -13.6% |
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 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