-20.9%
RMD vs KMX
-54.8%
+33.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | -3.1% | +4.4% | -7.6% | -3.9% |
| 3M | +13.8% | +18.9% | -5.1% | +10.0% |
| 6M | -8.6% | +44.3% | -52.9% | -15.2% |
| YTD | -8.6% | +58.7% | -67.3% | -17.0% |
| 1Y | -19.7% | +0.1% | -19.8% | -21.1% |
| 3Y | +48.4% | -24.4% | +72.8% | +50.7% |
| All | -20.9% | -54.8% | +33.9% | -15.2% |
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