-93.3%
OPEN vs KMX
-64.7%
-28.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -24.7% | +1.5% | -26.2% | -25.0% |
| 30D | -41.0% | +3.0% | -44.0% | -41.9% |
| 3M | -62.4% | -7.8% | -54.5% | -59.9% |
| 6M | -73.9% | +34.3% | -108.2% | -80.2% |
| YTD | -77.5% | +40.2% | -117.8% | -84.4% |
| 1Y | -83.6% | +63.0% | -146.5% | -90.2% |
| 3Y | -37.0% | -14.5% | -22.5% | -39.0% |
| 5Y | -93.3% | -64.3% | -29.0% | -86.6% |
| All | -93.3% | -64.7% | -28.6% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling