-15.9%
ROP vs KMX
-54.2%
+38.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -6.1% | -1.9% | -4.3% | -5.8% |
| 30D | -3.4% | +2.6% | -5.9% | -3.8% |
| 3M | +16.7% | +25.6% | -8.9% | +12.0% |
| 6M | +8.1% | +41.9% | -33.8% | +1.1% |
| YTD | -11.7% | +56.0% | -67.7% | -19.0% |
| 1Y | -24.2% | -1.8% | -22.4% | -25.3% |
| 3Y | -19.0% | -25.7% | +6.8% | -17.6% |
| 5Y | -15.9% | -54.7% | +38.9% | -7.7% |
| All | -15.9% | -54.2% | +38.3% | -7.7% |
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 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