+4,431.1%
ROK vs KMX
+450.6%
+3,980.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -2.4% | +4.1% | -6.5% | -3.4% |
| 3M | -4.7% | +27.5% | -32.2% | -10.4% |
| 6M | +16.8% | +43.6% | -26.8% | +6.2% |
| YTD | +11.4% | +56.8% | -45.4% | -1.0% |
| 1Y | +26.2% | -1.3% | +27.5% | +22.4% |
| 3Y | +51.9% | -25.4% | +77.2% | +54.7% |
| 5Y | +46.4% | -53.9% | +100.3% | +60.8% |
| 10Y | +343.5% | +0.7% | +342.9% | +299.6% |
| All | +4,431.1% | +450.6% | +3,980.4% | +2,946.0% |
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