+52.0%
KR vs KMX
-54.8%
+106.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.7% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | +5.1% | +4.4% | +0.6% | +4.9% |
| 3M | -8.2% | +18.9% | -27.1% | -8.6% |
| 6M | -18.0% | +44.3% | -62.3% | -19.1% |
| YTD | -4.8% | +58.7% | -63.5% | -6.7% |
| 1Y | -11.0% | +0.1% | -11.1% | -10.9% |
| 3Y | +37.7% | -24.4% | +62.1% | +38.8% |
| All | +52.0% | -54.8% | +106.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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