+298.8%
ROIV vs KMX
-36.4%
+335.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.3% | +23.0% | +19.6% |
| 7D | +20.2% | -0.7% | +20.9% | +20.1% |
| 30D | +14.1% | +4.1% | +10.0% | +12.9% |
| 3M | +45.6% | +27.5% | +18.1% | +36.9% |
| 6M | +44.1% | +43.6% | +0.6% | +31.0% |
| YTD | +91.2% | +56.8% | +34.4% | +69.7% |
| 1Y | +221.3% | -1.3% | +222.6% | +213.1% |
| 3Y | +229.2% | -25.4% | +254.6% | +235.9% |
| 5Y | +316.5% | -53.9% | +370.4% | +329.0% |
| All | +298.8% | -36.4% | +335.2% | +315.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling