+246.9%
RL vs KMX
-52.4%
+299.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -12.2% | +4.1% | -16.3% | -13.5% |
| 3M | -6.6% | +27.5% | -34.2% | -14.9% |
| 6M | +3.2% | +43.6% | -40.4% | -10.8% |
| YTD | -1.3% | +56.8% | -58.0% | -17.9% |
| 1Y | +13.6% | -1.3% | +14.9% | +9.5% |
| 3Y | +210.9% | -25.4% | +236.3% | +226.0% |
| 5Y | +246.9% | -53.9% | +300.8% | +321.8% |
| All | +246.9% | -52.4% | +299.3% | +321.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling