+98.4%
KMX vs FIVE
+874.1%
-775.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.4% |
| 7D | -4.1% | +6.2% | -10.3% | -5.8% |
| 30D | +2.9% | +18.2% | -15.3% | -2.3% |
| 3M | -7.0% | +3.8% | -10.8% | -8.4% |
| 6M | +34.1% | +13.7% | +20.4% | +27.4% |
| YTD | +40.0% | +34.7% | +5.3% | +25.3% |
| 1Y | +67.2% | +66.6% | +0.6% | +39.8% |
| 3Y | -13.4% | +44.3% | -57.7% | -29.7% |
| 5Y | -65.1% | +18.8% | -83.8% | -70.7% |
| 10Y | +6.9% | +569.2% | -562.3% | -45.9% |
| All | +98.4% | +874.1% | -775.8% | -11.0% |
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