+113.4%
IRM vs KMX
-15.8%
+129.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.3% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | 0.0% | +3.5% | -3.5% | -0.6% |
| 3M | -7.1% | -10.4% | +3.3% | -5.7% |
| 6M | -7.9% | +37.6% | -45.5% | -13.5% |
| YTD | +41.3% | +36.1% | +5.2% | +31.0% |
| 1Y | +20.7% | +52.8% | -32.0% | +9.3% |
| All | +113.4% | -15.8% | +129.2% | +111.9% |
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