-22.4%
KMX vs FIVE
+56.0%
-78.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | 0.0% |
| 7D | +1.9% | +4.3% | -2.4% | +1.0% |
| 30D | +11.7% | +12.5% | -0.8% | +8.8% |
| 3M | +34.9% | +31.2% | +3.7% | +27.1% |
| 6M | +50.3% | +14.4% | +35.9% | +44.8% |
| YTD | +63.8% | +33.9% | +29.9% | +52.5% |
| 1Y | +3.8% | +65.1% | -61.2% | -7.5% |
| All | -22.4% | +56.0% | -78.4% | -33.8% |
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