+271.4%
RMBS vs KMX
-55.0%
+326.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +3.5% | -1.9% | +5.3% | +4.0% |
| 30D | -8.6% | +2.6% | -11.2% | -9.5% |
| 3M | -40.3% | +25.6% | -65.9% | -45.2% |
| 6M | -1.0% | +41.9% | -42.8% | -14.4% |
| YTD | -4.6% | +56.0% | -60.6% | -20.3% |
| 1Y | +17.6% | -1.8% | +19.3% | +13.7% |
| 3Y | +58.6% | -25.7% | +84.4% | +67.3% |
| All | +271.4% | -55.0% | +326.4% | +337.4% |
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