-82.0%
IRE vs KMX
+40.2%
-122.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -4.3% | +14.5% | +12.6% |
| 7D | +58.9% | -0.7% | +59.6% | +59.3% |
| 30D | +17.2% | +4.1% | +13.1% | +14.6% |
| 3M | -58.6% | +27.5% | -86.1% | -64.7% |
| 6M | -23.5% | +43.6% | -67.0% | -42.9% |
| YTD | -47.4% | +56.8% | -104.2% | -62.0% |
| All | -82.0% | +40.2% | -122.2% | -85.6% |
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