+360.5%
RCL vs KMX
+2.4%
+358.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.8% |
| 30D | +19.4% | +6.3% | +13.1% | +15.1% |
| 3M | +9.8% | -7.4% | +17.1% | +13.6% |
| 6M | +28.6% | +37.9% | -9.3% | +4.4% |
| YTD | +22.2% | +39.5% | -17.3% | -4.8% |
| 1Y | +29.7% | +57.9% | -28.1% | -6.5% |
| 3Y | +265.3% | -15.0% | +280.3% | +244.4% |
| 5Y | +301.8% | -64.1% | +365.9% | +546.0% |
| 10Y | +360.5% | -1.6% | +362.1% | +259.6% |
| All | +360.5% | +2.4% | +358.1% | +259.6% |
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