+477.6%
IT vs KMX
+475.4%
+2.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.8% |
| 7D | -6.0% | +1.9% | -7.9% | -6.4% |
| 30D | 0.0% | +11.7% | -11.7% | -2.2% |
| 3M | +13.1% | +34.9% | -21.8% | +5.8% |
| 6M | +11.7% | +50.3% | -38.6% | +1.8% |
| YTD | -26.1% | +63.8% | -89.9% | -33.9% |
| 1Y | -21.3% | +3.8% | -25.1% | -24.0% |
| 3Y | -46.7% | -24.3% | -22.5% | -46.5% |
| 5Y | -40.5% | -50.2% | +9.7% | -36.9% |
| 10Y | +103.9% | +5.4% | +98.5% | +83.3% |
| All | +477.6% | +475.4% | +2.2% | +200.0% |
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