+17.4%
KRMN vs KMX
-29.5%
+46.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | -11.8% | -3.1% | -8.6% | -11.3% |
| 30D | -43.0% | +4.4% | -47.5% | -43.5% |
| 3M | -28.8% | +18.9% | -47.7% | -31.1% |
| 6M | -66.3% | +44.3% | -110.6% | -68.9% |
| YTD | -51.8% | +58.7% | -110.5% | -56.2% |
| 1Y | -44.7% | +0.1% | -44.8% | -46.4% |
| All | +17.4% | -29.5% | +46.9% | +36.3% |
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