+469.1%
P vs KMX
-14.5%
+483.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.7% | +4.2% |
| 7D | -23.8% | -7.4% | -16.4% | -21.9% |
| 30D | -36.6% | -3.4% | -33.2% | -36.2% |
| 3M | +10.9% | -11.3% | +22.2% | +14.2% |
| 6M | +30.0% | +30.6% | -0.6% | +15.2% |
| YTD | +44.4% | +33.2% | +11.2% | +24.7% |
| 1Y | +3.9% | +66.7% | -62.8% | -17.9% |
| 3Y | +176.6% | -22.1% | +198.6% | +174.3% |
| 5Y | +249.3% | -66.7% | +316.0% | +364.9% |
| 10Y | +726.9% | +1.9% | +725.0% | +548.3% |
| All | +469.1% | -14.5% | +483.6% | +324.8% |
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