+152.8%
RTX vs KMX
-25.6%
+178.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.8% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -10.6% | +4.1% | -14.7% | -10.8% |
| 3M | +11.6% | +27.5% | -15.9% | +10.0% |
| 6M | -4.5% | +43.6% | -48.1% | -7.0% |
| YTD | +9.6% | +56.8% | -47.2% | +5.9% |
| 1Y | +30.8% | -1.3% | +32.1% | +30.7% |
| 3Y | +152.8% | -25.4% | +178.2% | +156.1% |
| All | +152.8% | -25.6% | +178.4% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling