+319.7%
RL vs KMX
-2.3%
+322.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +2.6% | +3.4% | -0.8% | +1.3% |
| 30D | +2.9% | +6.8% | -3.9% | +0.2% |
| 3M | 0.0% | -11.4% | +11.4% | +4.2% |
| 6M | +17.1% | +43.6% | -26.5% | -0.4% |
| YTD | +10.1% | +37.7% | -27.6% | -6.8% |
| 1Y | +17.3% | +53.0% | -35.7% | -5.2% |
| 3Y | +249.3% | -16.3% | +265.6% | +243.7% |
| 5Y | +240.9% | -64.2% | +305.1% | +364.2% |
| All | +319.7% | -2.3% | +322.0% | +276.7% |
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