+15.0%
ROL vs KMX
-64.7%
+79.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | +20.8% | +3.0% | +17.8% | +20.2% |
| 3M | +3.7% | -7.8% | +11.5% | +4.5% |
| 6M | -27.7% | +34.3% | -62.0% | -30.6% |
| YTD | -34.9% | +40.2% | -75.2% | -38.1% |
| 1Y | -33.3% | +63.0% | -96.3% | -37.7% |
| 3Y | +4.3% | -14.5% | +18.8% | +2.2% |
| 5Y | +15.0% | -64.3% | +79.3% | +36.5% |
| All | +15.0% | -64.7% | +79.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling