+1,256.0%
RRX vs KMX
+450.6%
+805.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.5% |
| 7D | +4.3% | -0.7% | +5.0% | +4.4% |
| 30D | -8.0% | +4.1% | -12.1% | -9.0% |
| 3M | -22.0% | +27.5% | -49.5% | -26.5% |
| 6M | -11.9% | +43.6% | -55.5% | -19.6% |
| YTD | +17.1% | +56.8% | -39.7% | +4.4% |
| 1Y | +14.9% | -1.3% | +16.2% | +11.9% |
| 3Y | +6.9% | -25.4% | +32.3% | +10.5% |
| 5Y | +19.6% | -53.9% | +73.5% | +33.0% |
| 10Y | +215.9% | +0.7% | +215.3% | +195.9% |
| All | +1,256.0% | +450.6% | +805.4% | +777.1% |
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