+191.2%
IRM vs KMX
-65.0%
+256.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.4% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | 0.0% | +3.5% | -3.5% | -0.8% |
| 3M | -7.1% | -10.4% | +3.3% | -5.3% |
| 6M | -7.9% | +37.6% | -45.5% | -15.0% |
| YTD | +41.3% | +36.1% | +5.2% | +28.7% |
| 1Y | +20.7% | +52.8% | -32.0% | +6.8% |
| 3Y | +112.2% | -17.0% | +129.2% | +109.4% |
| 5Y | +191.2% | -64.7% | +255.9% | +258.4% |
| All | +191.2% | -65.0% | +256.2% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling