+1,582.5%
RL vs KMX
+643.3%
+939.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -4.4% | -2.3% | -2.1% | -3.7% |
| 30D | +5.6% | +6.3% | -0.7% | +3.9% |
| 3M | -0.6% | -7.4% | +6.7% | +1.0% |
| 6M | +15.5% | +37.9% | -22.4% | +5.5% |
| YTD | +12.3% | +39.5% | -27.1% | +1.2% |
| 1Y | +19.3% | +57.9% | -38.5% | +4.0% |
| 3Y | +255.5% | -15.0% | +270.5% | +253.2% |
| 5Y | +247.1% | -64.1% | +311.2% | +314.3% |
| 10Y | +346.0% | -1.6% | +347.7% | +313.6% |
| All | +1,582.5% | +643.3% | +939.2% | +856.7% |
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 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