+108.2%
ROST vs KMX
-54.2%
+162.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.2% | -1.9% | -0.4% | -1.9% |
| 30D | -11.4% | +2.6% | -14.0% | -12.0% |
| 3M | -1.6% | +25.6% | -27.2% | -7.0% |
| 6M | +6.8% | +41.9% | -35.0% | -2.6% |
| YTD | +25.8% | +56.0% | -30.2% | +11.4% |
| 1Y | +52.4% | -1.8% | +54.2% | +48.7% |
| 3Y | +94.4% | -25.7% | +120.1% | +97.6% |
| 5Y | +108.2% | -54.7% | +163.0% | +142.0% |
| All | +108.2% | -54.2% | +162.4% | +142.0% |
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