+11.1%
OMC vs KMX
-26.1%
+37.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -6.2% | -3.4% | -2.8% | -5.7% |
| 30D | -7.6% | +4.0% | -11.6% | -8.2% |
| 3M | +7.4% | +24.8% | -17.4% | +2.7% |
| 6M | +0.1% | +43.6% | -43.5% | -7.6% |
| YTD | +0.4% | +56.6% | -56.2% | -9.7% |
| 1Y | +7.8% | +2.2% | +5.5% | +6.5% |
| All | +11.1% | -26.1% | +37.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling