-24.1%
RKT vs KMX
-46.6%
+22.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -9.0% | +3.4% | -12.3% | -10.5% |
| 30D | +30.2% | +6.8% | +23.4% | +25.8% |
| 3M | -8.8% | -11.4% | +2.5% | -3.7% |
| 6M | -0.9% | +43.6% | -44.5% | -18.0% |
| YTD | -29.2% | +37.7% | -66.9% | -41.3% |
| 1Y | -20.1% | +53.0% | -73.0% | -37.1% |
| 3Y | +81.3% | -16.3% | +97.6% | +84.7% |
| 5Y | -6.6% | -64.2% | +57.6% | +25.7% |
| All | -24.1% | -46.6% | +22.5% | -13.7% |
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