+4,089.7%
RBA vs KMX
+968.8%
+3,120.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.8% |
| 7D | +2.5% | -4.1% | +6.6% | +3.0% |
| 30D | +11.6% | +2.9% | +8.7% | +11.1% |
| 3M | +1.5% | -7.0% | +8.5% | +2.2% |
| 6M | -6.6% | +34.1% | -40.8% | -10.3% |
| YTD | -6.3% | +40.0% | -46.3% | -10.7% |
| 1Y | -4.0% | +67.2% | -71.2% | -10.5% |
| 3Y | +47.3% | -13.4% | +60.7% | +46.0% |
| 5Y | +47.7% | -65.1% | +112.7% | +59.1% |
| 10Y | +224.7% | +6.9% | +217.8% | +204.4% |
| All | +4,089.7% | +968.8% | +3,120.9% | +3,375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling