+397.8%
KMX vs RRC
+313.8%
+84.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | 0.0% | +2.5% | -2.6% | -0.5% |
| 30D | +3.5% | +21.1% | -17.7% | +0.1% |
| 3M | -10.4% | +28.4% | -38.8% | -14.3% |
| 6M | +37.6% | +26.5% | +11.2% | +31.6% |
| YTD | +36.1% | +47.0% | -10.9% | +26.6% |
| 1Y | +52.8% | +35.2% | +17.6% | +43.9% |
| 3Y | -17.0% | +61.0% | -78.0% | -24.8% |
| 5Y | -64.7% | +133.6% | -198.3% | -70.8% |
| 10Y | -4.0% | +72.1% | -76.1% | -28.0% |
| All | +397.8% | +313.8% | +84.0% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling