-7.6%
KMX vs RRC
+71.8%
-79.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | 0.0% | +2.5% | -2.6% | -0.4% |
| 30D | +3.5% | +21.1% | -17.7% | +0.8% |
| 3M | -10.4% | +28.4% | -38.8% | -13.5% |
| 6M | +37.6% | +26.5% | +11.2% | +32.8% |
| YTD | +36.1% | +47.0% | -10.9% | +28.5% |
| 1Y | +52.8% | +35.2% | +17.6% | +45.7% |
| 3Y | -17.0% | +61.0% | -78.0% | -23.2% |
| 5Y | -64.7% | +133.6% | -198.3% | -69.2% |
| All | -7.6% | +71.8% | -79.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling