+8,074.2%
LOW vs KMX
+383.8%
+7,690.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.6% |
| 30D | +21.7% | +6.8% | +14.9% | +19.8% |
| 3M | +5.0% | -11.4% | +16.4% | +7.9% |
| 6M | +4.6% | +43.6% | -39.0% | -4.9% |
| YTD | -3.5% | +37.7% | -41.2% | -12.2% |
| 1Y | +0.5% | +53.0% | -52.4% | -10.9% |
| 3Y | +24.8% | -16.3% | +41.1% | +23.6% |
| 5Y | +6.5% | -64.2% | +70.7% | +24.6% |
| 10Y | +294.6% | -2.8% | +297.4% | +261.1% |
| All | +8,074.2% | +383.8% | +7,690.4% | +4,896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling