+64.5%
RBRK vs KMX
+34.9%
+29.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.8% |
| 7D | -12.5% | +2.1% | -14.6% | -12.7% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | +46.9% | -4.1% | +51.0% | +47.1% |
| 6M | +105.4% | +49.5% | +55.9% | +91.5% |
| YTD | +55.6% | +42.7% | +12.9% | +47.6% |
| All | +64.5% | +34.9% | +29.5% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling