+41.7%
RBA vs KMX
-52.4%
+94.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.2% |
| 7D | -1.1% | -0.7% | -0.3% | -0.9% |
| 30D | -13.2% | +4.1% | -17.3% | -13.9% |
| 3M | -21.4% | +27.5% | -48.9% | -25.1% |
| 6M | -20.9% | +43.6% | -64.4% | -26.8% |
| YTD | -19.9% | +56.8% | -76.6% | -27.0% |
| 1Y | -28.7% | -1.3% | -27.4% | -30.2% |
| 3Y | +27.4% | -25.4% | +52.8% | +28.7% |
| 5Y | +41.7% | -53.9% | +95.6% | +57.3% |
| All | +41.7% | -52.4% | +94.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling