+20.0%
ON vs KMX
-64.6%
+84.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.1% |
| 7D | +12.2% | +3.4% | +8.9% | +10.7% |
| 30D | -3.1% | +6.8% | -10.0% | -6.2% |
| 3M | -12.9% | -11.4% | -1.5% | -8.9% |
| 6M | -38.6% | +43.6% | -82.2% | -48.6% |
| YTD | +31.2% | +37.7% | -6.5% | +8.5% |
| 1Y | +47.6% | +53.0% | -5.3% | +15.6% |
| 3Y | +6.6% | -16.3% | +22.9% | +8.2% |
| All | +20.0% | -64.6% | +84.6% | +95.4% |
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