-2.0%
M vs KMX
+4.1%
-6.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -11.6% | +4.1% | -15.7% | -13.7% |
| 3M | +1.6% | +27.5% | -25.9% | -11.9% |
| 6M | +25.2% | +43.6% | -18.3% | -0.2% |
| YTD | +3.8% | +56.8% | -53.0% | -22.0% |
| 1Y | +36.3% | -1.3% | +37.7% | +27.1% |
| 3Y | +116.3% | -25.4% | +141.7% | +123.3% |
| 5Y | +28.2% | -53.9% | +82.1% | +70.9% |
| All | -2.0% | +4.1% | -6.1% | -22.3% |
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 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