+1,236.6%
KR vs KMX
+450.2%
+786.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.3% |
| 30D | +1.9% | +4.0% | -2.1% | +1.5% |
| 3M | -11.0% | +24.8% | -35.8% | -13.2% |
| 6M | -20.2% | +43.6% | -63.8% | -23.5% |
| YTD | -7.3% | +56.6% | -63.9% | -12.1% |
| 1Y | -13.1% | +2.2% | -15.4% | -14.8% |
| 3Y | +29.7% | -25.4% | +55.2% | +29.3% |
| 5Y | +48.8% | -55.0% | +103.8% | +53.2% |
| 10Y | +122.8% | +9.6% | +113.2% | +101.6% |
| All | +1,236.6% | +450.2% | +786.4% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling