+291.3%
IR vs KMX
+7.4%
+283.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.9% |
| 7D | -2.8% | +1.9% | -4.7% | -3.5% |
| 30D | -15.1% | +11.7% | -26.8% | -18.5% |
| 3M | +6.1% | +34.9% | -28.8% | -5.4% |
| 6M | -16.8% | +50.3% | -67.1% | -29.4% |
| YTD | -3.5% | +63.8% | -67.3% | -21.2% |
| 1Y | -3.5% | +3.8% | -7.3% | -9.3% |
| 3Y | +9.5% | -24.3% | +33.8% | +11.9% |
| 5Y | +45.1% | -50.2% | +95.3% | +66.5% |
| All | +291.3% | +7.4% | +283.9% | +198.9% |
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