+227.5%
LOW vs KMX
+11.6%
+215.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | -8.9% | +4.4% | -13.3% | -10.3% |
| 3M | -10.4% | +18.9% | -29.3% | -16.4% |
| 6M | -19.4% | +44.3% | -63.7% | -30.7% |
| YTD | -17.1% | +58.7% | -75.8% | -31.7% |
| 1Y | -26.3% | +0.1% | -26.4% | -29.9% |
| 3Y | -9.9% | -24.4% | +14.5% | -8.3% |
| 5Y | +6.1% | -54.4% | +60.5% | +25.8% |
| All | +227.5% | +11.6% | +215.9% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling