+88.7%
KMX vs FIVE
+822.5%
-733.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -11.3% | +4.0% | -15.3% | -12.8% |
| 6M | +30.6% | +2.6% | +27.9% | +27.9% |
| YTD | +33.2% | +27.6% | +5.7% | +21.2% |
| 1Y | +66.7% | +59.9% | +6.8% | +41.2% |
| 3Y | -22.1% | +35.8% | -57.8% | -35.5% |
| 5Y | -66.7% | +14.4% | -81.1% | -71.8% |
| 10Y | +1.9% | +576.1% | -574.2% | -48.2% |
| All | +88.7% | +822.5% | -733.7% | -13.9% |
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