-22.1%
KMX vs FIVE
+34.8%
-56.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -3.4% | +17.7% | -21.0% | -6.7% |
| 3M | -11.3% | +4.0% | -15.3% | -12.3% |
| 6M | +30.6% | +2.6% | +27.9% | +28.8% |
| YTD | +33.2% | +27.6% | +5.7% | +24.9% |
| 1Y | +66.7% | +59.9% | +6.8% | +48.7% |
| 3Y | -22.1% | +35.8% | -57.8% | -38.7% |
| All | -22.1% | +34.8% | -56.9% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling