+420.8%
RSG vs KMX
+11.6%
+409.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | +4.0% | +4.4% | -0.5% | +3.3% |
| 3M | +7.4% | +18.9% | -11.5% | +4.5% |
| 6M | +0.1% | +44.3% | -44.2% | -5.8% |
| YTD | +6.0% | +58.7% | -52.7% | -2.0% |
| 1Y | -3.0% | +0.1% | -3.1% | -4.7% |
| 3Y | +56.5% | -24.4% | +80.9% | +57.0% |
| 5Y | +90.9% | -54.4% | +145.3% | +105.6% |
| All | +420.8% | +11.6% | +409.2% | +348.0% |
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 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