+88.3%
RF vs KMX
-23.7%
+112.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | -3.6% | +11.7% | -15.3% | -6.7% |
| 3M | +8.1% | +34.9% | -26.8% | -1.6% |
| 6M | +11.5% | +50.3% | -38.8% | -3.1% |
| YTD | +15.6% | +63.8% | -48.2% | -3.0% |
| 1Y | +15.7% | +3.8% | +11.8% | +12.5% |
| All | +88.3% | -23.7% | +112.0% | +87.1% |
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