+220.7%
ROL vs KMX
-2.3%
+223.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.4% |
| 7D | +3.0% | +3.4% | -0.4% | +2.5% |
| 30D | +19.8% | +6.8% | +12.9% | +18.5% |
| 3M | +7.9% | -11.4% | +19.3% | +9.6% |
| 6M | -25.6% | +43.6% | -69.2% | -30.0% |
| YTD | -34.1% | +37.7% | -71.9% | -38.0% |
| 1Y | -31.4% | +53.0% | -84.4% | -36.4% |
| 3Y | +4.7% | -16.3% | +21.0% | +2.7% |
| 5Y | +15.6% | -64.2% | +79.8% | +28.4% |
| All | +220.7% | -2.3% | +223.0% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling