+342.5%
RCL vs KMX
+3.6%
+338.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | -15.7% | +2.6% | -18.2% | -17.1% |
| 3M | -8.0% | +25.6% | -33.5% | -20.2% |
| 6M | -10.1% | +41.9% | -52.0% | -28.5% |
| YTD | -5.9% | +56.0% | -61.9% | -30.6% |
| 1Y | -23.5% | -1.8% | -21.7% | -29.0% |
| 3Y | +174.4% | -25.7% | +200.1% | +184.5% |
| 5Y | +227.1% | -54.7% | +281.9% | +343.0% |
| 10Y | +342.5% | +9.2% | +333.4% | +239.1% |
| All | +342.5% | +3.6% | +338.9% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling