-1.3%
KMX vs FIVE
+69.4%
-70.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -0.7% | +3.7% | -4.4% | -1.7% |
| 30D | +4.1% | +4.0% | +0.1% | +2.8% |
| 3M | +27.5% | +36.2% | -8.7% | +16.3% |
| 6M | +43.6% | +18.0% | +25.5% | +34.2% |
| YTD | +56.8% | +34.9% | +21.9% | +37.0% |
| All | -1.3% | +69.4% | -70.7% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling