+4,149.5%
ROK vs KMX
+383.8%
+3,765.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +7.1% | +3.4% | +3.7% | +6.2% |
| 30D | -5.0% | +6.8% | -11.8% | -6.5% |
| 3M | -9.4% | -11.4% | +2.0% | -7.2% |
| 6M | -11.0% | +43.6% | -54.6% | -18.9% |
| YTD | +4.4% | +37.7% | -33.3% | -4.7% |
| 1Y | +7.4% | +53.0% | -45.6% | -4.5% |
| 3Y | +61.0% | -16.3% | +77.3% | +60.0% |
| 5Y | +30.4% | -64.2% | +94.6% | +51.8% |
| 10Y | +264.8% | -2.8% | +267.6% | +231.7% |
| All | +4,149.5% | +383.8% | +3,765.7% | +2,834.6% |
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