+8.0%
KMX vs RRC
+4.9%
+3.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +4.4% | +2.7% | +1.8% | +4.1% |
| 3M | +18.9% | +8.8% | +10.1% | +17.5% |
| 6M | +44.3% | -1.2% | +45.5% | +44.0% |
| YTD | +58.7% | +17.6% | +41.1% | +54.6% |
| 1Y | +0.1% | +18.4% | -18.3% | -2.7% |
| 3Y | -24.4% | +33.1% | -57.5% | -28.2% |
| 5Y | -54.4% | +148.2% | -202.6% | -60.4% |
| All | +8.0% | +4.9% | +3.1% | -10.1% |
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