+19,600.1%
RMD vs KMX
+475.4%
+19,124.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -5.0% | +1.9% | -6.9% | -5.3% |
| 30D | +2.2% | +11.7% | -9.5% | +0.5% |
| 3M | +17.8% | +34.9% | -17.0% | +12.1% |
| 6M | -11.3% | +50.3% | -61.6% | -17.5% |
| YTD | -4.4% | +63.8% | -68.2% | -12.4% |
| 1Y | -15.7% | +3.8% | -19.6% | -18.1% |
| 3Y | +47.7% | -24.3% | +72.0% | +48.4% |
| 5Y | -19.2% | -50.2% | +31.0% | -15.7% |
| 10Y | +280.4% | +5.4% | +275.0% | +244.0% |
| All | +19,600.1% | +475.4% | +19,124.7% | +8,359.5% |
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