-70.8%
OPEN vs KMX
-34.1%
-36.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | -4.3% | +1.9% | -6.2% | -5.5% |
| 30D | -16.2% | +11.7% | -27.9% | -22.4% |
| 3M | -36.4% | +34.9% | -71.3% | -49.6% |
| 6M | -35.5% | +50.3% | -85.7% | -54.3% |
| YTD | -46.0% | +63.8% | -109.8% | -64.4% |
| 1Y | -47.1% | +3.8% | -51.0% | -53.4% |
| 3Y | -19.0% | -24.3% | +5.3% | -10.2% |
| 5Y | -83.6% | -50.2% | -33.4% | -78.5% |
| All | -70.8% | -34.1% | -36.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling