+33.1%
KRE vs KMX
-54.8%
+87.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.4% |
| 30D | -3.9% | +4.0% | -7.9% | -5.2% |
| 3M | +3.6% | +24.8% | -21.2% | -4.2% |
| 6M | +15.4% | +43.6% | -28.2% | +0.6% |
| YTD | +15.2% | +56.6% | -41.4% | -3.2% |
| 1Y | +16.5% | +2.2% | +14.2% | +11.0% |
| 3Y | +85.2% | -25.4% | +110.6% | +93.6% |
| 5Y | +33.1% | -55.0% | +88.1% | +51.1% |
| All | +33.1% | -54.8% | +87.9% | +51.1% |
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