+207.7%
RBA vs KMX
-2.3%
+210.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +1.7% | +3.4% | -1.6% | +1.0% |
| 30D | +8.3% | +6.8% | +1.5% | +6.6% |
| 3M | +10.5% | -11.4% | +21.9% | +13.1% |
| 6M | -5.9% | +43.6% | -49.4% | -13.9% |
| YTD | -6.9% | +37.7% | -44.6% | -14.6% |
| 1Y | -4.9% | +53.0% | -57.8% | -14.8% |
| 3Y | +64.5% | -16.3% | +80.8% | +62.2% |
| 5Y | +46.1% | -64.2% | +110.3% | +70.3% |
| All | +207.7% | -2.3% | +210.0% | +154.1% |
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