+192.8%
IRM vs KMX
-54.2%
+246.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | -5.2% | +2.6% | -7.8% | -5.8% |
| 3M | -8.0% | +25.6% | -33.6% | -12.9% |
| 6M | +9.2% | +41.9% | -32.7% | -0.1% |
| YTD | +41.0% | +56.0% | -15.0% | +25.2% |
| 1Y | +23.3% | -1.8% | +25.0% | +20.7% |
| 3Y | +102.8% | -25.7% | +128.6% | +107.3% |
| 5Y | +192.8% | -54.7% | +247.5% | +223.4% |
| All | +192.8% | -54.2% | +246.9% | +223.4% |
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