+211.8%
RBA vs KMX
+6.5%
+205.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | +12.0% | +3.0% | +9.0% | +11.1% |
| 3M | +2.9% | -7.8% | +10.7% | +4.3% |
| 6M | -6.3% | +34.3% | -40.6% | -13.0% |
| YTD | -5.9% | +40.2% | -46.1% | -14.0% |
| 1Y | -3.9% | +63.0% | -66.9% | -15.2% |
| 3Y | +64.9% | -14.5% | +79.4% | +61.9% |
| 5Y | +48.5% | -64.3% | +112.8% | +73.3% |
| 10Y | +211.8% | +2.8% | +209.0% | +152.1% |
| All | +211.8% | +6.5% | +205.3% | +152.1% |
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 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