-37.8%
ROL vs KMX
-0.2%
-37.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.2% | -3.4% | +0.2% | -3.0% |
| 30D | -6.6% | +4.0% | -10.6% | -6.9% |
| 3M | -27.3% | +24.8% | -52.1% | -28.6% |
| 6M | -38.1% | +43.6% | -81.7% | -40.2% |
| YTD | -41.8% | +56.6% | -98.4% | -43.7% |
| 1Y | -37.8% | +2.2% | -40.0% | -40.1% |
| All | -37.8% | -0.2% | -37.6% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling