+201.7%
RL vs KMX
-26.3%
+228.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | -17.5% | +2.6% | -20.1% | -18.2% |
| 3M | -14.0% | +25.6% | -39.6% | -20.2% |
| 6M | -2.0% | +41.9% | -43.8% | -13.4% |
| YTD | -4.6% | +56.0% | -60.6% | -18.8% |
| 1Y | +9.5% | -1.8% | +11.3% | +7.5% |
| All | +201.7% | -26.3% | +228.0% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling