+105.1%
OSCR vs KMX
+35.0%
+70.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +8.1% |
| 7D | +15.5% | +2.1% | +13.3% | +15.0% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | +15.8% | -4.1% | +20.0% | +16.3% |
| 6M | +89.5% | +49.5% | +40.0% | +75.0% |
| YTD | +144.9% | +42.7% | +102.2% | +127.5% |
| 1Y | +105.1% | +35.3% | +69.8% | +90.7% |
| All | +105.1% | +35.0% | +70.1% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling