+100.0%
IT vs KMX
+11.6%
+88.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +3.9% | +4.9% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | +0.1% | +4.4% | -4.4% | -1.1% |
| 3M | +20.7% | +18.9% | +1.8% | +14.0% |
| 6M | +12.0% | +44.3% | -32.3% | -1.1% |
| YTD | -28.8% | +58.7% | -87.5% | -39.2% |
| 1Y | -25.5% | +0.1% | -25.6% | -28.4% |
| 3Y | -48.8% | -24.4% | -24.3% | -48.3% |
| 5Y | -42.7% | -54.4% | +11.7% | -34.5% |
| All | +100.0% | +11.6% | +88.4% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling