+66.9%
IYR vs KMX
+11.6%
+55.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -1.4% | -3.1% | +1.8% | -0.7% |
| 30D | -2.7% | +4.4% | -7.1% | -3.7% |
| 3M | -2.1% | +18.9% | -21.0% | -6.6% |
| 6M | +3.6% | +44.3% | -40.7% | -6.6% |
| YTD | +8.1% | +58.7% | -50.6% | -5.4% |
| 1Y | +4.7% | +0.1% | +4.6% | +1.2% |
| 3Y | +29.1% | -24.4% | +53.5% | +30.4% |
| 5Y | +6.9% | -54.4% | +61.3% | +18.8% |
| All | +66.9% | +11.6% | +55.3% | +41.1% |
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