-25.1%
RCL vs KMX
+5.0%
-30.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.4% |
| 7D | -5.1% | +1.9% | -7.0% | -5.5% |
| 30D | -19.0% | +11.7% | -30.7% | -21.2% |
| 3M | -9.6% | +34.9% | -44.5% | -15.9% |
| 6M | -6.7% | +50.3% | -57.0% | -16.0% |
| YTD | -3.9% | +63.8% | -67.7% | -15.4% |
| 1Y | -25.1% | +3.8% | -28.9% | -33.5% |
| All | -25.1% | +5.0% | -30.1% | -33.5% |
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 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