+284.7%
RNG vs KMX
+22.5%
+262.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | +8.6% | +2.6% | +6.1% | +7.5% |
| 3M | +78.0% | +25.6% | +52.4% | +61.5% |
| 6M | +67.0% | +41.9% | +25.2% | +42.2% |
| YTD | +142.4% | +56.0% | +86.4% | +97.2% |
| 1Y | +120.4% | -1.8% | +122.2% | +109.8% |
| 3Y | +122.1% | -25.7% | +147.9% | +130.8% |
| 5Y | -69.8% | -54.7% | -15.1% | -64.3% |
| 10Y | +223.4% | +9.2% | +214.2% | +164.9% |
| All | +284.7% | +22.5% | +262.2% | +190.4% |
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 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