+47.6%
ON vs KMX
+35.0%
+12.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.5% |
| 7D | -5.8% | +2.1% | -7.9% | -6.3% |
| 30D | -17.1% | +0.5% | -17.6% | -17.3% |
| 3M | -11.8% | -4.1% | -7.7% | -11.4% |
| 6M | -30.2% | +49.5% | -79.7% | -35.3% |
| YTD | +31.6% | +42.7% | -11.1% | +22.0% |
| 1Y | +47.6% | +35.3% | +12.2% | +37.0% |
| All | +47.6% | +35.0% | +12.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling