+139.4%
IP vs KMX
+378.2%
-238.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.7% | -2.9% |
| 7D | -5.0% | -6.4% | +1.4% | -3.6% |
| 30D | +6.5% | -4.9% | +11.4% | +7.7% |
| 3M | -18.0% | -7.2% | -10.9% | -16.9% |
| 6M | +10.3% | +41.2% | -30.9% | +1.7% |
| YTD | -9.9% | +36.1% | -46.0% | -17.0% |
| 1Y | -1.1% | +28.9% | -29.9% | -8.7% |
| 3Y | +13.0% | -21.5% | +34.5% | +14.0% |
| 5Y | -12.3% | -66.0% | +53.7% | +2.0% |
| 10Y | +26.8% | +4.1% | +22.7% | +13.3% |
| All | +139.4% | +378.2% | -238.8% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling