+64.8%
RPRX vs KMX
-34.5%
+99.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +5.1% | +1.9% | +3.2% | +4.9% |
| 30D | +11.2% | +11.7% | -0.5% | +9.7% |
| 3M | +16.7% | +34.9% | -18.2% | +12.3% |
| 6M | +36.0% | +50.3% | -14.3% | +28.5% |
| YTD | +67.8% | +63.8% | +4.0% | +56.1% |
| 1Y | +76.7% | +3.8% | +72.9% | +73.9% |
| 3Y | +128.1% | -24.3% | +152.4% | +130.7% |
| 5Y | +82.9% | -50.2% | +133.1% | +92.5% |
| All | +64.8% | -34.5% | +99.2% | +64.3% |
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 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