+32.0%
Q vs KMX
+34.8%
-2.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +6.6% | -1.9% | +8.5% | +7.1% |
| 30D | -6.6% | +2.6% | -9.1% | -7.4% |
| 3M | -13.2% | +25.6% | -38.8% | -19.7% |
| 6M | +9.9% | +41.9% | -31.9% | -3.3% |
| YTD | +53.9% | +56.0% | -2.1% | +32.8% |
| All | +32.0% | +34.8% | -2.9% | +16.0% |
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