+121.9%
RNG vs KMX
-25.1%
+147.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -6.1% | -3.1% | -3.0% | -5.1% |
| 30D | +9.6% | +4.4% | +5.2% | +8.1% |
| 3M | +83.3% | +18.9% | +64.4% | +72.4% |
| 6M | +77.9% | +44.3% | +33.7% | +54.2% |
| YTD | +139.9% | +58.7% | +81.2% | +98.7% |
| 1Y | +121.7% | +0.1% | +121.5% | +119.0% |
| 3Y | +121.9% | -24.4% | +146.3% | +119.4% |
| All | +121.9% | -25.1% | +147.0% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling