-27.0%
RKT vs KMX
-39.3%
+12.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -7.2% | -3.4% | -3.9% | -5.7% |
| 30D | -7.9% | +4.0% | -11.9% | -9.7% |
| 3M | +5.2% | +24.8% | -19.6% | -6.1% |
| 6M | -14.9% | +43.6% | -58.5% | -30.1% |
| YTD | -31.9% | +56.6% | -88.5% | -46.7% |
| 1Y | -36.9% | +2.2% | -39.1% | -41.0% |
| 3Y | +35.7% | -25.4% | +61.2% | +45.0% |
| 5Y | -9.7% | -55.0% | +45.3% | +10.7% |
| All | -27.0% | -39.3% | +12.3% | -21.7% |
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