-8.1%
M vs KMX
-2.3%
-5.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | +7.0% | +3.4% | +3.6% | +5.3% |
| 30D | +8.9% | +6.8% | +2.1% | +5.3% |
| 3M | +4.5% | -11.4% | +15.9% | +10.6% |
| 6M | +36.2% | +43.6% | -7.4% | +9.8% |
| YTD | +15.1% | +37.7% | -22.6% | -7.9% |
| 1Y | +27.4% | +53.0% | -25.5% | -4.0% |
| 3Y | +160.1% | -16.3% | +176.5% | +150.1% |
| 5Y | -1.6% | -64.2% | +62.7% | +53.2% |
| All | -8.1% | -2.3% | -5.8% | -23.0% |
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 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