+43.3%
IR vs KMX
-52.4%
+95.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -13.6% | +4.1% | -17.7% | -14.7% |
| 3M | +3.7% | +27.5% | -23.8% | -3.8% |
| 6M | -13.1% | +43.6% | -56.6% | -22.7% |
| YTD | -5.1% | +56.8% | -61.9% | -18.1% |
| 1Y | -6.5% | -1.3% | -5.1% | -9.2% |
| 3Y | +8.5% | -25.4% | +33.9% | +11.9% |
| 5Y | +43.3% | -53.9% | +97.2% | +65.1% |
| All | +43.3% | -52.4% | +95.7% | +65.1% |
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