+572.1%
ON vs KMX
+10.2%
+562.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -4.7% | -3.4% | -1.3% | -3.0% |
| 30D | -13.5% | +4.0% | -17.5% | -15.4% |
| 3M | -36.3% | +24.8% | -61.1% | -43.7% |
| 6M | +17.8% | +43.6% | -25.9% | -5.3% |
| YTD | +29.6% | +56.6% | -27.0% | -1.8% |
| 1Y | +45.8% | +2.2% | +43.5% | +33.4% |
| 3Y | -28.3% | -25.4% | -2.9% | -24.3% |
| 5Y | +49.6% | -55.0% | +104.7% | +98.9% |
| All | +572.1% | +10.2% | +562.0% | +421.8% |
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