+179.4%
RCL vs KMX
-25.6%
+205.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.2% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -17.3% | +4.1% | -21.5% | -18.6% |
| 3M | -2.8% | +27.5% | -30.3% | -11.0% |
| 6M | -4.4% | +43.6% | -48.0% | -16.8% |
| YTD | -4.2% | +56.8% | -60.9% | -20.1% |
| 1Y | -23.4% | -1.3% | -22.0% | -25.3% |
| 3Y | +179.4% | -25.4% | +204.8% | +182.9% |
| All | +179.4% | -25.6% | +205.0% | +182.9% |
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