+281.6%
RCL vs KMX
-64.7%
+346.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +0.9% |
| 7D | +5.0% | -4.1% | +9.0% | +6.8% |
| 30D | +19.4% | +2.9% | +16.5% | +17.8% |
| 3M | +5.9% | -7.0% | +12.9% | +8.5% |
| 6M | +23.8% | +34.1% | -10.3% | +7.8% |
| YTD | +22.8% | +40.0% | -17.2% | +2.5% |
| 1Y | +34.3% | +67.2% | -33.0% | +3.3% |
| 3Y | +276.4% | -13.4% | +289.9% | +268.0% |
| 5Y | +281.6% | -65.1% | +346.6% | +496.4% |
| All | +281.6% | -64.7% | +346.3% | +496.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling