+73.7%
RIO vs KMX
+5.0%
+68.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | +4.0% | +11.7% | -7.7% | +3.2% |
| 3M | +0.1% | +34.9% | -34.8% | -1.7% |
| 6M | +12.7% | +50.3% | -37.5% | +9.4% |
| YTD | +35.6% | +63.8% | -28.2% | +31.9% |
| 1Y | +73.7% | +3.8% | +69.9% | +63.6% |
| All | +73.7% | +5.0% | +68.7% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling