+132.0%
KMX vs FIVE
+868.1%
-736.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.5% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | +11.7% | +12.5% | -0.8% | +7.4% |
| 3M | +34.9% | +31.2% | +3.7% | +23.3% |
| 6M | +50.3% | +14.4% | +35.9% | +41.9% |
| YTD | +63.8% | +33.9% | +29.9% | +47.1% |
| 1Y | +3.8% | +65.1% | -61.2% | -12.9% |
| 3Y | -24.3% | +49.0% | -73.2% | -39.4% |
| 5Y | -50.2% | +30.3% | -80.5% | -59.5% |
| 10Y | +5.4% | +481.1% | -475.7% | -45.3% |
| All | +132.0% | +868.1% | -736.1% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling