+184.4%
ROP vs KMX
-2.3%
+186.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.7% | +3.4% | -2.7% | 0.0% |
| 30D | +28.8% | +6.8% | +22.0% | +26.9% |
| 3M | +21.1% | -11.4% | +32.4% | +23.7% |
| 6M | +52.5% | +43.6% | +9.0% | +40.1% |
| YTD | +8.9% | +37.7% | -28.9% | -0.2% |
| 1Y | +8.2% | +53.0% | -44.7% | -3.2% |
| 3Y | -5.2% | -16.3% | +11.1% | -7.0% |
| 5Y | +1.7% | -64.2% | +66.0% | +18.5% |
| All | +184.4% | -2.3% | +186.7% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling