-74.1%
OPEN vs KMX
-37.0%
-37.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.9% |
| 7D | -10.5% | -3.4% | -7.2% | -8.5% |
| 30D | -21.8% | +4.0% | -25.8% | -23.8% |
| 3M | -37.5% | +24.8% | -62.3% | -47.7% |
| 6M | -44.1% | +43.6% | -87.7% | -59.2% |
| YTD | -52.0% | +56.6% | -108.6% | -67.4% |
| 1Y | -52.2% | +2.2% | -54.5% | -57.6% |
| 3Y | -25.9% | -25.4% | -0.5% | -17.3% |
| 5Y | -85.1% | -55.0% | -30.1% | -79.6% |
| All | -74.1% | -37.0% | -37.1% | -65.6% |
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 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