+1,606.2%
RL vs KMX
+647.4%
+958.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +7.6% | +3.0% | +4.6% | +6.8% |
| 3M | -1.5% | -7.8% | +6.3% | +0.2% |
| 6M | +12.1% | +34.3% | -22.3% | +3.1% |
| YTD | +13.9% | +40.2% | -26.3% | +2.5% |
| 1Y | +20.7% | +63.0% | -42.3% | +4.3% |
| 3Y | +260.6% | -14.5% | +275.0% | +257.6% |
| 5Y | +248.9% | -64.3% | +313.2% | +317.0% |
| 10Y | +355.9% | +2.8% | +353.1% | +318.7% |
| All | +1,606.2% | +647.4% | +958.8% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling