+205.1%
ROL vs KMX
+10.2%
+194.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.2% | -3.4% | +0.2% | -2.8% |
| 30D | -6.6% | +4.0% | -10.6% | -7.2% |
| 3M | -27.3% | +24.8% | -52.1% | -29.9% |
| 6M | -38.1% | +43.6% | -81.7% | -41.8% |
| YTD | -41.8% | +56.6% | -98.4% | -46.0% |
| 1Y | -37.8% | +2.2% | -40.0% | -39.2% |
| 3Y | -0.3% | -25.4% | +25.1% | 0.0% |
| 5Y | -5.1% | -55.0% | +50.0% | +1.5% |
| All | +205.1% | +10.2% | +194.9% | +179.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling