+331.9%
RCL vs KMX
-2.3%
+334.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.3% |
| 7D | -1.2% | +3.4% | -4.6% | -3.0% |
| 30D | +17.8% | +6.8% | +11.0% | +13.3% |
| 3M | +4.9% | -11.4% | +16.3% | +11.4% |
| 6M | +23.7% | +43.6% | -19.8% | -1.8% |
| YTD | +17.8% | +37.7% | -19.9% | -7.5% |
| 1Y | +28.9% | +53.0% | -24.0% | -5.3% |
| 3Y | +241.9% | -16.3% | +258.2% | +225.4% |
| 5Y | +295.4% | -64.2% | +359.6% | +536.0% |
| All | +331.9% | -2.3% | +334.2% | +247.4% |
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