-27.5%
RBA vs KMX
+5.0%
-32.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | -12.3% | +11.7% | -24.0% | -14.2% |
| 3M | -20.5% | +34.9% | -55.4% | -25.1% |
| 6M | -18.5% | +50.3% | -68.8% | -25.4% |
| YTD | -18.2% | +63.8% | -82.0% | -25.5% |
| 1Y | -27.5% | +3.8% | -31.3% | -32.1% |
| All | -27.5% | +5.0% | -32.5% | -32.1% |
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