+576.0%
RKLB vs KMX
-37.8%
+613.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +4.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | -20.5% | +4.1% | -24.6% | -22.2% |
| 3M | -42.0% | +27.5% | -69.6% | -48.9% |
| 6M | -6.0% | +43.6% | -49.6% | -22.7% |
| YTD | -5.6% | +56.8% | -62.3% | -25.7% |
| 1Y | +38.0% | -1.3% | +39.3% | +31.0% |
| 3Y | +962.4% | -25.4% | +987.8% | +1,012.1% |
| 5Y | +336.5% | -53.9% | +390.4% | +402.5% |
| All | +576.0% | -37.8% | +613.8% | +667.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling