+0.7%
KMX vs FIVE
+475.1%
-474.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | -0.7% | +3.7% | -4.4% | -2.0% |
| 30D | +4.1% | +4.0% | +0.1% | +2.4% |
| 3M | +27.5% | +36.2% | -8.7% | +13.8% |
| 6M | +43.6% | +18.0% | +25.5% | +33.1% |
| YTD | +56.8% | +34.9% | +21.9% | +38.3% |
| 1Y | -1.3% | +67.9% | -69.2% | -19.7% |
| 3Y | -25.4% | +57.3% | -82.7% | -43.2% |
| 5Y | -53.9% | +39.5% | -93.4% | -64.4% |
| 10Y | +0.7% | +496.4% | -495.7% | -56.3% |
| All | +0.7% | +475.1% | -474.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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