+217.3%
RRX vs KMX
+11.6%
+205.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.9% |
| 30D | -6.1% | +4.4% | -10.6% | -8.0% |
| 3M | -23.1% | +18.9% | -42.0% | -28.9% |
| 6M | -19.5% | +44.3% | -63.8% | -32.1% |
| YTD | +16.1% | +58.7% | -42.6% | -6.7% |
| 1Y | +12.9% | +0.1% | +12.8% | +6.9% |
| 3Y | +7.9% | -24.4% | +32.4% | +13.2% |
| 5Y | +19.1% | -54.4% | +73.5% | +44.4% |
| All | +217.3% | +11.6% | +205.7% | +141.9% |
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