+6.0%
LOW vs KMX
-54.8%
+60.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | -11.1% | +4.0% | -15.2% | -12.2% |
| 3M | -8.5% | +24.8% | -33.3% | -14.6% |
| 6M | -20.8% | +43.6% | -64.5% | -29.7% |
| YTD | -17.2% | +56.6% | -73.8% | -28.7% |
| 1Y | -24.7% | +2.2% | -27.0% | -27.7% |
| 3Y | -9.7% | -25.4% | +15.7% | -7.1% |
| 5Y | +6.0% | -55.0% | +61.0% | +20.3% |
| All | +6.0% | -54.8% | +60.8% | +20.3% |
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