+30.0%
IR vs KMX
-16.1%
+46.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +3.4% |
| 7D | +5.0% | -4.1% | +9.1% | +6.0% |
| 30D | +10.3% | +2.9% | +7.5% | +9.3% |
| 3M | -0.1% | -7.0% | +6.9% | +1.3% |
| 6M | +14.8% | +34.1% | -19.4% | +5.1% |
| YTD | +9.7% | +40.0% | -30.3% | -1.7% |
| 1Y | +12.2% | +67.2% | -55.0% | -4.1% |
| 3Y | +30.0% | -13.4% | +43.4% | +36.8% |
| All | +30.0% | -16.1% | +46.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling