+56.9%
ON vs KMX
-54.2%
+111.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.1% |
| 30D | -11.0% | +2.6% | -13.6% | -12.2% |
| 3M | -39.3% | +25.6% | -64.9% | -45.5% |
| 6M | +19.8% | +41.9% | -22.0% | +0.1% |
| YTD | +31.1% | +56.0% | -24.9% | +3.6% |
| 1Y | +46.0% | -1.8% | +47.8% | +39.8% |
| 3Y | -27.5% | -25.7% | -1.8% | -22.0% |
| 5Y | +56.9% | -54.7% | +111.6% | +108.8% |
| All | +56.9% | -54.2% | +111.0% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling