+304.8%
RL vs KMX
+3.6%
+301.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.5% |
| 30D | -17.5% | +2.6% | -20.1% | -18.5% |
| 3M | -14.0% | +25.6% | -39.6% | -22.3% |
| 6M | -2.0% | +41.9% | -43.8% | -16.7% |
| YTD | -4.6% | +56.0% | -60.6% | -22.7% |
| 1Y | +9.5% | -1.8% | +11.3% | +4.2% |
| 3Y | +200.5% | -25.7% | +226.2% | +211.7% |
| 5Y | +226.3% | -54.7% | +281.0% | +300.2% |
| 10Y | +304.8% | +9.2% | +295.6% | +224.8% |
| All | +304.8% | +3.6% | +301.2% | +224.8% |
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