+239.8%
RF vs KMX
+6.5%
+233.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | +1.5% | -1.2% | -0.3% |
| 30D | +6.2% | +3.0% | +3.2% | +4.5% |
| 3M | -7.8% | -7.8% | 0.0% | -5.6% |
| 6M | +5.9% | +34.3% | -28.4% | -8.6% |
| YTD | +9.0% | +40.2% | -31.2% | -9.8% |
| 1Y | +19.3% | +63.0% | -43.7% | -7.9% |
| 3Y | +116.4% | -14.5% | +130.9% | +108.9% |
| 5Y | +46.0% | -64.3% | +110.4% | +102.3% |
| 10Y | +239.8% | +2.8% | +237.0% | +160.2% |
| All | +239.8% | +6.5% | +233.3% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling