-88.6%
OPEN vs KMX
-45.2%
-43.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.4% | -7.1% | -7.8% |
| 7D | -31.0% | 0.0% | -31.0% | -30.7% |
| 30D | -41.5% | +3.5% | -45.0% | -42.3% |
| 3M | -64.6% | -10.4% | -54.2% | -61.7% |
| 6M | -73.8% | +37.6% | -111.4% | -79.7% |
| YTD | -78.8% | +36.1% | -114.9% | -84.1% |
| 1Y | -86.8% | +52.8% | -139.6% | -91.1% |
| 3Y | -40.6% | -17.0% | -23.6% | -38.8% |
| 5Y | -94.7% | -64.7% | -30.0% | -91.8% |
| All | -88.6% | -45.2% | -43.3% | -83.2% |
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