+558.9%
RMBS vs KMX
+11.6%
+547.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +1.8% | -3.1% | +4.9% | +2.8% |
| 30D | -13.9% | +4.4% | -18.3% | -15.3% |
| 3M | -39.8% | +18.9% | -58.7% | -43.8% |
| 6M | -6.0% | +44.3% | -50.3% | -19.3% |
| YTD | -5.4% | +58.7% | -64.0% | -21.5% |
| 1Y | -1.8% | +0.1% | -1.9% | -6.3% |
| 3Y | +53.7% | -24.4% | +78.1% | +59.8% |
| 5Y | +268.5% | -54.4% | +322.9% | +334.0% |
| All | +558.9% | +11.6% | +547.3% | +427.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling