-22.1%
ROP vs KMX
+5.0%
-27.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.7% |
| 7D | -4.4% | +1.9% | -6.3% | -4.6% |
| 30D | +3.2% | +11.7% | -8.4% | +2.2% |
| 3M | +23.1% | +34.9% | -11.8% | +19.7% |
| 6M | +13.3% | +50.3% | -37.0% | +8.9% |
| YTD | -7.9% | +63.8% | -71.6% | -12.1% |
| 1Y | -22.1% | +3.8% | -25.9% | -22.9% |
| All | -22.1% | +5.0% | -27.0% | -22.9% |
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