-78.4%
RIG vs KMX
+450.6%
-529.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +9.5% | +4.1% | +5.4% | +8.3% |
| 3M | -6.6% | +27.5% | -34.2% | -13.1% |
| 6M | -2.9% | +43.6% | -46.4% | -13.0% |
| YTD | +39.5% | +56.8% | -17.3% | +21.6% |
| 1Y | +82.3% | -1.3% | +83.6% | +76.3% |
| 3Y | -29.6% | -25.4% | -4.2% | -27.7% |
| 5Y | +63.2% | -53.9% | +117.1% | +82.2% |
| 10Y | -45.0% | +0.7% | -45.7% | -48.1% |
| All | -78.4% | +450.6% | -529.0% | -90.4% |
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