+10.2%
O vs KMX
-64.5%
+74.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | +9.4% | +6.3% | +3.1% | +8.6% |
| 3M | -2.4% | -7.4% | +5.0% | -1.7% |
| 6M | -1.9% | +37.9% | -39.8% | -6.0% |
| YTD | +10.5% | +39.5% | -29.0% | +4.6% |
| 1Y | +10.0% | +57.9% | -47.9% | +2.3% |
| 3Y | +40.5% | -15.0% | +55.4% | +38.1% |
| 5Y | +10.2% | -64.1% | +74.3% | +22.4% |
| All | +10.2% | -64.5% | +74.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling