+46.4%
RF vs KMX
-64.6%
+111.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +1.9% | +3.4% | -1.4% | +0.9% |
| 30D | +7.3% | +6.8% | +0.5% | +4.9% |
| 3M | -7.9% | -11.4% | +3.5% | -5.0% |
| 6M | +10.5% | +43.6% | -33.0% | -3.3% |
| YTD | +9.6% | +37.7% | -28.1% | -4.6% |
| 1Y | +20.3% | +53.0% | -32.7% | +0.8% |
| 3Y | +119.5% | -16.3% | +135.8% | +120.1% |
| All | +46.4% | -64.6% | +111.0% | +94.3% |
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