+4,636.6%
ROL vs KMX
+475.4%
+4,161.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -4.1% | +11.7% | -15.8% | -5.6% |
| 3M | -22.5% | +34.9% | -57.4% | -26.0% |
| 6M | -37.7% | +50.3% | -87.9% | -41.6% |
| YTD | -39.6% | +63.8% | -103.4% | -44.1% |
| 1Y | -36.0% | +3.8% | -39.9% | -37.7% |
| 3Y | -5.1% | -24.3% | +19.1% | -5.3% |
| 5Y | -3.4% | -50.2% | +46.8% | -0.2% |
| 10Y | +215.2% | +5.4% | +209.9% | +183.5% |
| All | +4,636.6% | +475.4% | +4,161.2% | +3,228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling