+403.9%
KMX vs RVTY
+1,870.1%
-1,466.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +3.4% | -0.5% | +3.8% | +3.6% |
| 30D | +6.8% | +1.5% | +5.3% | +5.9% |
| 3M | -11.4% | +31.5% | -42.8% | -19.7% |
| 6M | +43.6% | +62.7% | -19.1% | +21.1% |
| YTD | +37.7% | +60.0% | -22.2% | +16.5% |
| 1Y | +53.0% | +65.7% | -12.7% | +28.0% |
| 3Y | -16.3% | +85.2% | -101.5% | -32.6% |
| 5Y | -64.2% | -14.9% | -49.3% | -64.0% |
| 10Y | -2.8% | +211.9% | -214.7% | -34.2% |
| All | +403.9% | +1,870.1% | -1,466.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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