-98.0%
IRE vs KMX
+23.2%
-121.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.2% | -15.6% | -14.9% |
| 7D | -31.8% | +3.4% | -35.2% | -32.8% |
| 30D | -71.8% | +6.8% | -78.6% | -73.2% |
| 3M | -88.9% | -11.4% | -77.5% | -88.4% |
| 6M | -95.4% | +43.6% | -138.9% | -96.4% |
| YTD | -94.2% | +37.7% | -132.0% | -95.6% |
| 1Y | -97.1% | +53.0% | -150.1% | -98.0% |
| All | -98.0% | +23.2% | -121.2% | -98.3% |
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