+715.0%
P vs KMX
+0.4%
+714.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.1% |
| 7D | +7.8% | -0.7% | +8.6% | +8.1% |
| 30D | +12.3% | +4.1% | +8.2% | +10.6% |
| 3M | +37.1% | +27.5% | +9.6% | +24.5% |
| 6M | +66.1% | +43.6% | +22.5% | +42.1% |
| YTD | +50.9% | +56.8% | -5.8% | +24.2% |
| 1Y | +27.2% | -1.3% | +28.5% | +21.2% |
| 3Y | +158.7% | -25.4% | +184.1% | +164.1% |
| 5Y | +291.1% | -53.9% | +345.0% | +362.7% |
| 10Y | +715.0% | +0.7% | +714.3% | +529.5% |
| All | +715.0% | +0.4% | +714.5% | +529.5% |
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