+1,142.0%
RSP vs KMX
+397.4%
+744.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +3.5% | +3.5% | 0.0% | +2.2% |
| 3M | +0.2% | -10.4% | +10.7% | +2.8% |
| 6M | +9.1% | +37.6% | -28.5% | -2.0% |
| YTD | +16.6% | +36.1% | -19.5% | +3.5% |
| 1Y | +17.9% | +52.8% | -34.8% | +0.9% |
| 3Y | +64.6% | -17.0% | +81.6% | +60.2% |
| 5Y | +48.4% | -64.7% | +113.1% | +77.9% |
| 10Y | +212.9% | -4.0% | +216.9% | +158.2% |
| All | +1,142.0% | +397.4% | +744.6% | +450.9% |
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 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