-3.5%
IR vs KMX
+5.0%
-8.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -2.8% | +1.9% | -4.7% | -3.1% |
| 30D | -15.1% | +11.7% | -26.8% | -16.8% |
| 3M | +6.1% | +34.9% | -28.8% | +0.4% |
| 6M | -16.8% | +50.3% | -67.1% | -23.4% |
| YTD | -3.5% | +63.8% | -67.3% | -11.6% |
| 1Y | -3.5% | +3.8% | -7.3% | -9.7% |
| All | -3.5% | +5.0% | -8.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling