+5,681.4%
IRM vs KMX
+383.8%
+5,297.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +6.8% | +3.4% | +3.4% | +6.2% |
| 30D | +2.6% | +6.8% | -4.2% | +1.5% |
| 3M | -9.5% | -11.4% | +1.9% | -7.9% |
| 6M | -8.5% | +43.6% | -52.1% | -14.2% |
| YTD | +40.3% | +37.7% | +2.5% | +31.2% |
| 1Y | +28.7% | +53.0% | -24.3% | +18.3% |
| 3Y | +111.8% | -16.3% | +128.1% | +109.6% |
| 5Y | +189.1% | -64.2% | +253.3% | +219.3% |
| 10Y | +519.8% | -2.8% | +522.6% | +472.9% |
| All | +5,681.4% | +383.8% | +5,297.6% | +3,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling