+8.0%
KMX vs USFR
+28.1%
-20.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | +4.4% | +0.4% | +4.1% | +4.5% |
| 3M | +18.9% | +1.0% | +17.9% | +19.1% |
| 6M | +44.3% | +2.0% | +42.3% | +44.9% |
| YTD | +58.7% | +2.8% | +55.9% | +59.6% |
| 1Y | +0.1% | +4.1% | -4.0% | +1.0% |
| 3Y | -24.4% | +14.1% | -38.6% | -23.1% |
| 5Y | -54.4% | +20.6% | -75.0% | -54.7% |
| All | +8.0% | +28.1% | -20.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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