+301.5%
ROST vs KMX
-2.3%
+303.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.7% |
| 7D | +0.3% | +3.4% | -3.1% | -0.8% |
| 30D | +0.5% | +6.8% | -6.3% | -1.8% |
| 3M | -5.2% | -11.4% | +6.1% | -2.1% |
| 6M | +9.8% | +43.6% | -33.7% | -4.1% |
| YTD | +29.4% | +37.7% | -8.3% | +12.0% |
| 1Y | +44.4% | +53.0% | -8.6% | +20.3% |
| 3Y | +95.0% | -16.3% | +111.3% | +86.2% |
| 5Y | +111.9% | -64.2% | +176.1% | +174.3% |
| All | +301.5% | -2.3% | +303.8% | +223.5% |
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