+2,600.3%
O vs KMX
+475.4%
+2,125.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | -1.9% | +11.7% | -13.6% | -3.7% |
| 3M | +3.8% | +34.9% | -31.0% | -1.5% |
| 6M | -4.7% | +50.3% | -55.0% | -11.7% |
| YTD | +12.5% | +63.8% | -51.3% | +2.3% |
| 1Y | +10.8% | +3.8% | +7.0% | +7.2% |
| 3Y | +28.8% | -24.3% | +53.1% | +28.4% |
| 5Y | +13.2% | -50.2% | +63.4% | +17.4% |
| 10Y | +53.5% | +5.4% | +48.1% | +38.2% |
| All | +2,600.3% | +475.4% | +2,125.0% | +1,624.1% |
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 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