+121.7%
RNG vs KMX
+3.5%
+118.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -6.1% | -3.1% | -3.0% | -5.7% |
| 30D | +9.6% | +4.4% | +5.2% | +9.0% |
| 3M | +83.3% | +18.9% | +64.4% | +79.2% |
| 6M | +77.9% | +44.3% | +33.7% | +68.4% |
| YTD | +139.9% | +58.7% | +81.2% | +123.4% |
| 1Y | +121.7% | +0.1% | +121.5% | +117.4% |
| All | +121.7% | +3.5% | +118.2% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling