+423.6%
IRM vs KMX
+10.2%
+413.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -1.8% | -3.4% | +1.6% | -1.0% |
| 30D | -7.8% | +4.0% | -11.8% | -8.7% |
| 3M | -7.9% | +24.8% | -32.6% | -13.2% |
| 6M | +6.3% | +43.6% | -37.3% | -4.0% |
| YTD | +38.2% | +56.6% | -18.5% | +21.1% |
| 1Y | +19.8% | +2.2% | +17.6% | +15.1% |
| 3Y | +98.8% | -25.4% | +124.2% | +101.6% |
| 5Y | +191.8% | -55.0% | +246.8% | +224.7% |
| All | +423.6% | +10.2% | +413.4% | +345.2% |
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