+2.0%
RDW vs KMX
-42.1%
+44.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.0% |
| 7D | +0.9% | -3.1% | +4.0% | +2.3% |
| 30D | -21.3% | +4.4% | -25.7% | -23.5% |
| 3M | -37.9% | +18.9% | -56.8% | -44.6% |
| 6M | +12.3% | +44.3% | -32.0% | -10.3% |
| YTD | +39.7% | +58.7% | -19.0% | +6.5% |
| 1Y | +25.7% | +0.1% | +25.6% | +18.7% |
| 3Y | +230.8% | -24.4% | +255.3% | +251.9% |
| 5Y | -8.8% | -54.4% | +45.7% | +8.7% |
| All | +2.0% | -42.1% | +44.1% | +20.8% |
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