+4,681.8%
ROP vs KMX
+475.4%
+4,206.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | -4.4% | +1.9% | -6.3% | -4.8% |
| 30D | +3.2% | +11.7% | -8.4% | +1.1% |
| 3M | +23.1% | +34.9% | -11.8% | +15.8% |
| 6M | +13.3% | +50.3% | -37.0% | +3.9% |
| YTD | -7.9% | +63.8% | -71.6% | -17.2% |
| 1Y | -22.1% | +3.8% | -25.9% | -24.8% |
| 3Y | -16.8% | -24.3% | +7.5% | -16.8% |
| 5Y | -13.5% | -50.2% | +36.7% | -9.3% |
| 10Y | +137.7% | +5.4% | +132.3% | +108.4% |
| All | +4,681.8% | +475.4% | +4,206.4% | +2,572.3% |
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