+209.9%
ON vs KMX
+4,610.0%
-4,400.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +2.4% | +1.9% | +0.5% | +1.7% |
| 30D | -3.3% | +11.7% | -15.0% | -7.4% |
| 3M | -43.6% | +34.9% | -78.5% | -49.9% |
| 6M | +19.0% | +50.3% | -31.3% | +0.1% |
| YTD | +37.4% | +63.8% | -26.4% | +11.1% |
| 1Y | +54.8% | +3.8% | +50.9% | +44.3% |
| 3Y | -25.2% | -24.3% | -0.9% | -22.5% |
| 5Y | +62.7% | -50.2% | +112.9% | +90.0% |
| 10Y | +574.3% | +5.4% | +569.0% | +499.7% |
| All | +209.9% | +4,610.0% | -4,400.0% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling