+45.9%
ROK vs KMX
-54.8%
+100.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.6% | -3.4% | +1.8% | -0.7% |
| 30D | -5.4% | +4.0% | -9.5% | -6.6% |
| 3M | -4.0% | +24.8% | -28.7% | -10.2% |
| 6M | +13.3% | +43.6% | -30.3% | +1.0% |
| YTD | +9.3% | +56.6% | -47.3% | -5.2% |
| 1Y | +25.8% | +2.2% | +23.6% | +21.1% |
| 3Y | +49.1% | -25.4% | +74.6% | +54.9% |
| 5Y | +45.9% | -55.0% | +100.9% | +66.8% |
| All | +45.9% | -54.8% | +100.7% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling