-42.4%
IT vs KMX
-64.6%
+22.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.2% |
| 30D | -1.8% | +6.8% | -8.7% | -3.2% |
| 3M | +4.8% | -11.4% | +16.2% | +7.9% |
| 6M | +33.0% | +43.6% | -10.6% | +20.7% |
| YTD | -23.8% | +37.7% | -61.6% | -30.6% |
| 1Y | -16.5% | +53.0% | -69.5% | -26.1% |
| 3Y | -53.6% | -16.3% | -37.3% | -54.4% |
| All | -42.4% | -64.6% | +22.2% | -21.4% |
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