-4.3%
M vs KMX
+6.5%
-10.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +5.0% | +1.5% | +3.5% | +4.5% |
| 30D | +10.6% | +3.0% | +7.6% | +8.9% |
| 3M | +1.6% | -7.8% | +9.4% | +5.3% |
| 6M | +30.8% | +34.3% | -3.5% | +9.3% |
| YTD | +16.9% | +40.2% | -23.3% | -7.4% |
| 1Y | +26.3% | +63.0% | -36.7% | -8.2% |
| 3Y | +158.6% | -14.5% | +173.1% | +145.8% |
| 5Y | +2.1% | -64.3% | +66.4% | +59.4% |
| 10Y | -4.3% | +2.8% | -7.1% | -23.1% |
| All | -4.3% | +6.5% | -10.8% | -23.1% |
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