+2,714.1%
RCL vs KMX
+475.4%
+2,238.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.5% |
| 7D | -5.1% | +1.9% | -7.0% | -5.7% |
| 30D | -19.0% | +11.7% | -30.7% | -22.2% |
| 3M | -9.6% | +34.9% | -44.5% | -19.1% |
| 6M | -6.7% | +50.3% | -57.0% | -20.1% |
| YTD | -3.9% | +63.8% | -67.7% | -20.9% |
| 1Y | -25.1% | +3.8% | -28.9% | -29.6% |
| 3Y | +179.1% | -24.3% | +203.4% | +186.5% |
| 5Y | +243.3% | -50.2% | +293.5% | +296.0% |
| 10Y | +325.8% | +5.4% | +320.4% | +296.0% |
| All | +2,714.1% | +475.4% | +2,238.7% | +1,252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling