+54.0%
ROST vs KMX
+3.5%
+50.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -6.9% | +4.4% | -11.3% | -7.2% |
| 3M | -3.3% | +18.9% | -22.2% | -5.0% |
| 6M | +9.0% | +44.3% | -35.2% | +4.2% |
| YTD | +28.9% | +58.7% | -29.8% | +21.5% |
| 1Y | +54.0% | +0.1% | +53.9% | +45.3% |
| All | +54.0% | +3.5% | +50.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling