+47.3%
RBA vs KMX
-16.1%
+63.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.4% |
| 7D | +2.5% | -4.1% | +6.6% | +3.3% |
| 30D | +11.6% | +2.9% | +8.7% | +10.8% |
| 3M | +1.5% | -7.0% | +8.5% | +2.6% |
| 6M | -6.6% | +34.1% | -40.8% | -12.7% |
| YTD | -6.3% | +40.0% | -46.3% | -13.4% |
| 1Y | -4.0% | +67.2% | -71.2% | -14.2% |
| 3Y | +47.3% | -13.4% | +60.7% | +48.5% |
| All | +47.3% | -16.1% | +63.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling