+276.4%
RCL vs KMX
-16.1%
+292.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.2% |
| 7D | +5.0% | -4.1% | +9.0% | +6.5% |
| 30D | +19.4% | +2.9% | +16.5% | +18.1% |
| 3M | +5.9% | -7.0% | +12.9% | +8.1% |
| 6M | +23.8% | +34.1% | -10.3% | +10.4% |
| YTD | +22.8% | +40.0% | -17.2% | +5.5% |
| 1Y | +34.3% | +67.2% | -33.0% | +7.7% |
| 3Y | +276.4% | -13.4% | +289.9% | +297.2% |
| All | +276.4% | -16.1% | +292.5% | +297.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling