+31.1%
OMC vs KMX
+11.6%
+19.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | -7.6% | +4.4% | -12.0% | -8.7% |
| 3M | +4.5% | +18.9% | -14.4% | -0.9% |
| 6M | -0.3% | +44.3% | -44.5% | -11.0% |
| YTD | -0.1% | +58.7% | -58.8% | -13.9% |
| 1Y | +4.6% | +0.1% | +4.5% | +0.7% |
| 3Y | +10.5% | -24.4% | +34.9% | +12.1% |
| 5Y | +31.7% | -54.4% | +86.1% | +48.6% |
| All | +31.1% | +11.6% | +19.5% | +13.8% |
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