+5,522.7%
ROP vs KMX
+389.9%
+5,132.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -2.9% | -2.3% | -0.7% | -2.6% |
| 30D | +30.1% | +6.3% | +23.7% | +28.5% |
| 3M | +19.9% | -7.4% | +27.2% | +21.3% |
| 6M | +46.0% | +37.9% | +8.1% | +36.4% |
| YTD | +8.4% | +39.5% | -31.1% | +0.1% |
| 1Y | +8.8% | +57.9% | -49.0% | -1.9% |
| 3Y | -5.6% | -15.0% | +9.3% | -7.6% |
| 5Y | +3.0% | -64.1% | +67.1% | +14.9% |
| 10Y | +184.0% | -1.6% | +185.6% | +152.2% |
| All | +5,522.7% | +389.9% | +5,132.8% | +3,130.1% |
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