+32.5%
KMX vs USFR
+27.6%
+4.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +4.1% | +0.3% | +3.8% | +4.0% |
| 3M | +27.5% | +1.0% | +26.5% | +27.1% |
| 6M | +43.6% | +1.9% | +41.6% | +42.6% |
| YTD | +56.8% | +2.7% | +54.1% | +55.3% |
| 1Y | -1.3% | +4.0% | -5.3% | -2.7% |
| 3Y | -25.4% | +14.0% | -39.4% | -29.0% |
| 5Y | -53.9% | +20.4% | -74.3% | -57.3% |
| 10Y | +0.7% | +28.1% | -27.4% | -9.8% |
| All | +32.5% | +27.6% | +4.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling