+280.0%
RTX vs KMX
+10.2%
+269.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -3.4% | +1.4% | -1.2% |
| 30D | -11.2% | +4.0% | -15.2% | -12.2% |
| 3M | +12.0% | +24.8% | -12.7% | +5.2% |
| 6M | -3.6% | +43.6% | -47.2% | -13.4% |
| YTD | +9.2% | +56.6% | -47.4% | -4.8% |
| 1Y | +29.7% | +2.2% | +27.5% | +24.2% |
| 3Y | +152.0% | -25.4% | +177.4% | +152.5% |
| 5Y | +165.8% | -55.0% | +220.8% | +203.2% |
| All | +280.0% | +10.2% | +269.9% | +196.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling