+0.8%
ROL vs KMX
-25.6%
+26.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | -6.9% | +4.1% | -11.0% | -7.3% |
| 3M | -24.6% | +27.5% | -52.1% | -26.3% |
| 6M | -39.5% | +43.6% | -83.1% | -41.8% |
| YTD | -41.1% | +56.8% | -97.9% | -43.6% |
| 1Y | -37.9% | -1.3% | -36.6% | -38.6% |
| 3Y | +0.8% | -25.4% | +26.2% | -1.7% |
| All | +0.8% | -25.6% | +26.4% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling