+101.8%
IRM vs KMX
-26.3%
+128.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | -5.2% | +2.6% | -7.8% | -5.7% |
| 3M | -8.0% | +25.6% | -33.6% | -11.9% |
| 6M | +9.2% | +41.9% | -32.7% | +1.7% |
| YTD | +41.0% | +56.0% | -15.0% | +28.2% |
| 1Y | +23.3% | -1.8% | +25.0% | +22.3% |
| All | +101.8% | -26.3% | +128.1% | +98.7% |
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