-55.0%
KMX vs USFR
+20.4%
-75.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.0% |
| 30D | +4.0% | +0.3% | +3.7% | +5.6% |
| 3M | +24.8% | +1.0% | +23.8% | +30.7% |
| 6M | +43.6% | +1.9% | +41.7% | +58.1% |
| YTD | +56.6% | +2.7% | +54.0% | +79.3% |
| 1Y | +2.2% | +4.0% | -1.8% | +25.7% |
| 3Y | -25.4% | +14.1% | -39.5% | +54.8% |
| 5Y | -55.0% | +20.5% | -75.5% | +26.4% |
| All | -55.0% | +20.4% | -75.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling