+45.8%
ON vs KMX
-0.2%
+46.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.0% |
| 30D | -13.5% | +4.0% | -17.5% | -14.2% |
| 3M | -36.3% | +24.8% | -61.1% | -39.3% |
| 6M | +17.8% | +43.6% | -25.9% | +8.2% |
| YTD | +29.6% | +56.6% | -27.0% | +17.1% |
| 1Y | +45.8% | +2.2% | +43.5% | +41.6% |
| All | +45.8% | -0.2% | +46.0% | +41.6% |
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