+7.1%
LOW vs KMX
-64.6%
+71.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | +21.7% | +6.8% | +14.9% | +19.4% |
| 3M | +5.0% | -11.4% | +16.4% | +8.3% |
| 6M | +4.6% | +43.6% | -39.0% | -6.7% |
| YTD | -3.5% | +37.7% | -41.2% | -14.1% |
| 1Y | +0.5% | +53.0% | -52.4% | -13.5% |
| 3Y | +24.8% | -16.3% | +41.1% | +23.6% |
| All | +7.1% | -64.6% | +71.7% | +36.0% |
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