+480.5%
KMX vs IFF
+288.8%
+191.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -1.7% |
| 30D | +4.4% | -0.3% | +4.7% | +4.6% |
| 3M | +18.9% | +8.4% | +10.5% | +13.6% |
| 6M | +44.3% | +23.0% | +21.2% | +28.5% |
| YTD | +58.7% | +25.5% | +33.2% | +38.9% |
| 1Y | +0.1% | +29.1% | -28.9% | -13.2% |
| 3Y | -24.4% | +31.7% | -56.1% | -36.1% |
| 5Y | -54.4% | -35.2% | -19.2% | -48.0% |
| 10Y | +11.0% | -20.7% | +31.7% | +8.7% |
| All | +480.5% | +288.8% | +191.7% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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