-87.9%
OPEN vs KMX
-43.6%
-44.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.7% |
| 3M | -62.4% | -7.8% | -54.5% | -60.1% |
| 6M | -73.9% | +34.3% | -108.2% | -79.4% |
| YTD | -77.5% | +40.2% | -117.8% | -83.5% |
| 1Y | -83.6% | +63.0% | -146.5% | -89.4% |
| 3Y | -37.0% | -14.5% | -22.5% | -36.5% |
| 5Y | -93.3% | -64.3% | -29.0% | -89.9% |
| All | -87.9% | -43.6% | -44.3% | -82.6% |
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 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