+499.2%
KMX vs RVTY
+1,560.9%
-1,061.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +11.7% | +13.2% | -1.5% | +7.2% |
| 3M | +34.9% | +27.2% | +7.6% | +24.4% |
| 6M | +50.3% | +32.4% | +17.9% | +36.3% |
| YTD | +63.8% | +34.9% | +28.9% | +47.8% |
| 1Y | +3.8% | +52.4% | -48.5% | -9.5% |
| 3Y | -24.3% | +12.3% | -36.6% | -28.5% |
| 5Y | -50.2% | -30.8% | -19.4% | -46.0% |
| 10Y | +5.4% | +150.7% | -145.3% | -22.9% |
| All | +499.2% | +1,560.9% | -1,061.7% | +157.8% |
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