+550.6%
ROKU vs KMX
-19.9%
+570.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.0% | -1.9% | -1.2% | -2.3% |
| 30D | +0.7% | +2.6% | -1.9% | -0.6% |
| 3M | +26.5% | +25.6% | +0.9% | +12.3% |
| 6M | +52.6% | +41.9% | +10.8% | +25.7% |
| YTD | +40.9% | +56.0% | -15.1% | +9.6% |
| 1Y | +57.6% | -1.8% | +59.4% | +47.8% |
| 3Y | +83.2% | -25.7% | +108.9% | +92.8% |
| 5Y | -54.8% | -54.7% | -0.1% | -43.2% |
| All | +550.6% | -19.9% | +570.5% | +395.6% |
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