+584.5%
RIO vs KMX
+11.6%
+572.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | +0.9% | +4.4% | -3.5% | -0.1% |
| 3M | -1.4% | +18.9% | -20.3% | -5.5% |
| 6M | +10.9% | +44.3% | -33.3% | +1.1% |
| YTD | +31.2% | +58.7% | -27.5% | +16.5% |
| 1Y | +67.9% | +0.1% | +67.8% | +62.8% |
| 3Y | +88.8% | -24.4% | +113.2% | +89.9% |
| 5Y | +93.1% | -54.4% | +147.5% | +113.6% |
| All | +584.5% | +11.6% | +572.9% | +403.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling