+403.9%
KMX vs RRC
+316.8%
+87.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +3.4% | +6.4% | -3.0% | +2.3% |
| 30D | +6.8% | +23.9% | -17.1% | +2.9% |
| 3M | -11.4% | +30.2% | -41.6% | -15.4% |
| 6M | +43.6% | +26.3% | +17.3% | +37.3% |
| YTD | +37.7% | +48.1% | -10.3% | +28.0% |
| 1Y | +53.0% | +37.7% | +15.3% | +43.7% |
| 3Y | -16.3% | +60.3% | -76.6% | -24.1% |
| 5Y | -64.2% | +135.3% | -199.5% | -70.4% |
| 10Y | -2.8% | +73.3% | -76.2% | -27.2% |
| All | +403.9% | +316.8% | +87.1% | +171.7% |
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