+274.5%
IR vs KMX
+2.7%
+271.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -1.9% |
| 30D | -14.0% | +4.0% | -18.0% | -15.3% |
| 3M | +3.7% | +24.8% | -21.1% | -4.9% |
| 6M | -15.4% | +43.6% | -59.0% | -27.1% |
| YTD | -7.7% | +56.6% | -64.3% | -23.4% |
| 1Y | -8.8% | +2.2% | -11.1% | -13.9% |
| 3Y | +5.6% | -25.4% | +31.0% | +8.3% |
| 5Y | +34.3% | -55.0% | +89.3% | +60.8% |
| All | +274.5% | +2.7% | +271.9% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling