+5,793.7%
IRM vs KMX
+475.4%
+5,318.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.5% | +1.9% | -2.4% | -0.8% |
| 30D | -8.1% | +11.7% | -19.8% | -9.8% |
| 3M | -9.7% | +34.9% | -44.6% | -14.2% |
| 6M | +10.0% | +50.3% | -40.3% | +2.2% |
| YTD | +43.0% | +63.8% | -20.8% | +30.4% |
| 1Y | +32.7% | +3.8% | +28.8% | +28.7% |
| 3Y | +102.7% | -24.3% | +127.0% | +103.7% |
| 5Y | +187.6% | -50.2% | +237.8% | +201.5% |
| 10Y | +420.1% | +5.4% | +414.7% | +373.8% |
| All | +5,793.7% | +475.4% | +5,318.3% | +3,489.9% |
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 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