-89.0%
OPEN vs KMX
-44.6%
-44.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -4.5% |
| 7D | -15.0% | +3.4% | -18.4% | -17.0% |
| 30D | -40.2% | +6.8% | -47.0% | -42.4% |
| 3M | -67.4% | -11.4% | -56.0% | -64.5% |
| 6M | -74.0% | +43.6% | -117.6% | -80.5% |
| YTD | -79.6% | +37.7% | -117.3% | -84.8% |
| 1Y | -86.1% | +53.0% | -139.1% | -90.6% |
| 3Y | -41.4% | -16.3% | -25.1% | -39.9% |
| 5Y | -94.9% | -64.2% | -30.6% | -92.1% |
| All | -89.0% | -44.6% | -44.4% | -84.0% |
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