-87.4%
OPEN vs KMX
-43.9%
-43.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.6% |
| 7D | -31.1% | -2.3% | -28.8% | -29.7% |
| 30D | -34.7% | +6.3% | -41.0% | -36.9% |
| 3M | -61.9% | -7.4% | -54.5% | -59.8% |
| 6M | -71.9% | +37.9% | -109.8% | -78.3% |
| YTD | -76.6% | +39.5% | -116.1% | -82.7% |
| 1Y | -83.9% | +57.9% | -141.8% | -89.3% |
| 3Y | -34.4% | -15.0% | -19.4% | -33.6% |
| 5Y | -93.9% | -64.1% | -29.8% | -90.8% |
| All | -87.4% | -43.9% | -43.5% | -81.8% |
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