+40.3%
RUN vs KMX
+11.6%
+28.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.6% |
| 7D | -3.7% | -3.1% | -0.6% | -2.0% |
| 30D | -13.0% | +4.4% | -17.5% | -15.6% |
| 3M | -31.8% | +18.9% | -50.7% | -40.1% |
| 6M | -32.2% | +44.3% | -76.5% | -48.6% |
| YTD | -53.5% | +58.7% | -112.2% | -67.2% |
| 1Y | -46.5% | +0.1% | -46.6% | -52.0% |
| 3Y | -37.6% | -24.4% | -13.2% | -32.3% |
| 5Y | -80.9% | -54.4% | -26.4% | -72.4% |
| All | +40.3% | +11.6% | +28.7% | +27.1% |
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 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