+19.8%
IRM vs KMX
-0.2%
+20.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.5% |
| 30D | -7.8% | +4.0% | -11.8% | -8.1% |
| 3M | -7.9% | +24.8% | -32.6% | -9.8% |
| 6M | +6.3% | +43.6% | -37.3% | +2.3% |
| YTD | +38.2% | +56.6% | -18.5% | +31.7% |
| 1Y | +19.8% | +2.2% | +17.6% | +17.8% |
| All | +19.8% | -0.2% | +20.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling