+23,188.8%
ROST vs KMX
+475.4%
+22,713.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -8.9% | +11.7% | -20.6% | -11.1% |
| 3M | -0.8% | +34.9% | -35.7% | -7.6% |
| 6M | +8.5% | +50.3% | -41.8% | -1.9% |
| YTD | +28.6% | +63.8% | -35.2% | +13.5% |
| 1Y | +52.3% | +3.8% | +48.5% | +46.0% |
| 3Y | +94.8% | -24.3% | +119.1% | +95.0% |
| 5Y | +110.8% | -50.2% | +161.0% | +124.4% |
| 10Y | +304.5% | +5.4% | +299.2% | +262.3% |
| All | +23,188.8% | +475.4% | +22,713.4% | +15,570.2% |
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