-28.9%
RIG vs KMX
-26.1%
-2.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -4.2% | -3.4% | -0.8% | -3.2% |
| 30D | -0.7% | +4.0% | -4.7% | -2.0% |
| 3M | -4.0% | +24.8% | -28.8% | -11.5% |
| 6M | -6.3% | +43.6% | -49.9% | -18.6% |
| YTD | +39.7% | +56.6% | -16.9% | +16.5% |
| 1Y | +78.1% | +2.2% | +75.8% | +75.7% |
| All | -28.9% | -26.1% | -2.9% | -23.2% |
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 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