+517.3%
IRM vs KMX
-2.3%
+519.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +6.8% | +3.4% | +3.4% | +5.9% |
| 30D | +2.6% | +6.8% | -4.2% | +0.9% |
| 3M | -9.5% | -11.4% | +1.9% | -7.2% |
| 6M | -8.5% | +43.6% | -52.1% | -17.2% |
| YTD | +40.3% | +37.7% | +2.5% | +26.2% |
| 1Y | +28.7% | +53.0% | -24.3% | +12.5% |
| 3Y | +111.8% | -16.3% | +128.1% | +107.5% |
| 5Y | +189.1% | -64.2% | +253.3% | +242.7% |
| All | +517.3% | -2.3% | +519.6% | +423.8% |
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