+348.5%
ROK vs KMX
+11.6%
+336.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.2% |
| 7D | -1.2% | -3.1% | +1.9% | -0.2% |
| 30D | -4.8% | +4.4% | -9.2% | -6.3% |
| 3M | -6.1% | +18.9% | -25.0% | -12.1% |
| 6M | +15.5% | +44.3% | -28.8% | +0.2% |
| YTD | +11.2% | +58.7% | -47.5% | -7.1% |
| 1Y | +23.8% | +0.1% | +23.7% | +18.3% |
| 3Y | +53.1% | -24.4% | +77.5% | +57.2% |
| 5Y | +48.3% | -54.4% | +102.7% | +74.4% |
| All | +348.5% | +11.6% | +336.9% | +262.8% |
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