+7,062.2%
LOW vs KMX
+450.6%
+6,611.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -10.1% | +4.1% | -14.2% | -11.0% |
| 3M | -2.9% | +27.5% | -30.4% | -8.8% |
| 6M | -19.4% | +43.6% | -63.0% | -27.0% |
| YTD | -15.4% | +56.8% | -72.2% | -25.3% |
| 1Y | -24.9% | -1.3% | -23.6% | -27.3% |
| 3Y | -7.8% | -25.4% | +17.6% | -6.4% |
| 5Y | +8.4% | -53.9% | +62.3% | +19.4% |
| 10Y | +226.8% | +0.7% | +226.1% | +195.6% |
| All | +7,062.2% | +450.6% | +6,611.6% | +4,151.4% |
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 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