+1,049.0%
RMBS vs KMX
+639.8%
+409.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | -14.4% | +4.1% | -18.5% | -15.5% |
| 3M | -42.8% | +27.5% | -70.4% | -46.9% |
| 6M | -1.4% | +43.6% | -45.0% | -12.4% |
| YTD | -5.4% | +56.8% | -62.2% | -18.1% |
| 1Y | +18.6% | -1.3% | +19.9% | +14.6% |
| 3Y | +57.3% | -25.4% | +82.7% | +62.5% |
| 5Y | +265.7% | -53.9% | +319.6% | +313.9% |
| 10Y | +546.0% | +0.7% | +545.4% | +464.1% |
| All | +1,049.0% | +639.8% | +409.2% | +377.1% |
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