-17.4%
RMBS vs KMX
+35.0%
-52.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -6.5% |
| 7D | -8.9% | +2.1% | -11.1% | -9.4% |
| 30D | -24.8% | +0.5% | -25.4% | -25.1% |
| 3M | -17.6% | -4.1% | -13.4% | -17.5% |
| 6M | -25.7% | +49.5% | -75.2% | -33.1% |
| YTD | -9.8% | +42.7% | -52.5% | -17.9% |
| 1Y | -17.4% | +35.3% | -52.7% | -24.6% |
| All | -17.4% | +35.0% | -52.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling