+239.1%
RF vs KMX
+368.0%
-128.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.3% |
| 7D | -0.9% | -7.4% | +6.5% | +1.3% |
| 30D | +6.0% | -3.4% | +9.4% | +6.8% |
| 3M | -8.9% | -11.3% | +2.4% | -6.1% |
| 6M | +2.3% | +30.6% | -28.2% | -7.0% |
| YTD | +7.6% | +33.2% | -25.7% | -4.1% |
| 1Y | +21.2% | +66.7% | -45.5% | +0.8% |
| 3Y | +108.5% | -22.1% | +130.6% | +110.4% |
| 5Y | +43.2% | -66.7% | +109.9% | +78.2% |
| 10Y | +288.1% | +1.9% | +286.1% | +246.7% |
| All | +239.1% | +368.0% | -128.9% | +102.6% |
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