+3,231.4%
RIO vs KMX
+475.4%
+2,756.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.4% |
| 30D | +4.0% | +11.7% | -7.7% | +1.6% |
| 3M | +0.1% | +34.9% | -34.8% | -6.4% |
| 6M | +12.7% | +50.3% | -37.5% | +2.4% |
| YTD | +35.6% | +63.8% | -28.2% | +20.4% |
| 1Y | +73.7% | +3.8% | +69.9% | +66.6% |
| 3Y | +93.3% | -24.3% | +117.6% | +93.0% |
| 5Y | +92.4% | -50.2% | +142.7% | +101.0% |
| 10Y | +606.9% | +5.4% | +601.6% | +505.6% |
| All | +3,231.4% | +475.4% | +2,756.0% | +1,947.3% |
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