-52.0%
ROKU vs KMX
-54.8%
+2.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -0.4% | -3.1% | +2.7% | +1.1% |
| 30D | +2.1% | +4.4% | -2.4% | -0.4% |
| 3M | +29.5% | +18.9% | +10.6% | +16.5% |
| 6M | +53.8% | +44.3% | +9.5% | +21.7% |
| YTD | +42.8% | +58.7% | -15.9% | +5.5% |
| 1Y | +60.7% | +0.1% | +60.6% | +49.3% |
| 3Y | +83.9% | -24.4% | +108.3% | +95.6% |
| All | -52.0% | -54.8% | +2.8% | -39.2% |
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