+92.0%
RIO vs KMX
-54.8%
+146.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.2% |
| 7D | -3.4% | -3.4% | 0.0% | -3.0% |
| 30D | +0.6% | +4.0% | -3.4% | +0.1% |
| 3M | +2.5% | +24.8% | -22.2% | -0.3% |
| 6M | +10.8% | +43.6% | -32.8% | +5.5% |
| YTD | +30.5% | +56.6% | -26.2% | +22.7% |
| 1Y | +68.1% | +2.2% | +65.9% | +65.0% |
| 3Y | +94.0% | -25.4% | +119.5% | +95.3% |
| 5Y | +92.0% | -55.0% | +147.0% | +92.0% |
| All | +92.0% | -54.8% | +146.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling