-97.1%
IRE vs KMX
+19.2%
-116.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.1% | +41.7% | +40.4% |
| 7D | -27.2% | -7.4% | -19.8% | -25.1% |
| 30D | -75.1% | -3.4% | -71.7% | -75.2% |
| 3M | -77.9% | -11.3% | -66.5% | -77.0% |
| 6M | -94.6% | +30.6% | -125.1% | -95.6% |
| YTD | -91.5% | +33.2% | -124.8% | -93.5% |
| 1Y | -97.8% | +66.7% | -164.5% | -98.6% |
| All | -97.1% | +19.2% | -116.3% | -97.5% |
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