+54.2%
RGTI vs KMX
-52.8%
+107.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | +0.5% | -3.1% | +3.6% | +1.9% |
| 30D | -17.1% | +4.4% | -21.5% | -19.2% |
| 3M | -26.0% | +18.9% | -44.9% | -33.3% |
| 6M | -9.9% | +44.3% | -54.1% | -28.0% |
| YTD | -31.1% | +58.7% | -89.8% | -47.7% |
| 1Y | -8.5% | +0.1% | -8.6% | -15.0% |
| 3Y | +652.2% | -24.4% | +676.6% | +686.0% |
| 5Y | +56.8% | -54.4% | +111.2% | +70.1% |
| All | +54.2% | -52.8% | +107.0% | +67.9% |
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