-37.6%
RUN vs KMX
-25.1%
-12.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.5% |
| 7D | -3.7% | -3.1% | -0.6% | -2.3% |
| 30D | -13.0% | +4.4% | -17.5% | -15.2% |
| 3M | -31.8% | +18.9% | -50.7% | -38.9% |
| 6M | -32.2% | +44.3% | -76.5% | -46.7% |
| YTD | -53.5% | +58.7% | -112.2% | -65.7% |
| 1Y | -46.5% | +0.1% | -46.6% | -48.4% |
| 3Y | -37.6% | -24.4% | -13.2% | -35.7% |
| All | -37.6% | -25.1% | -12.5% | -35.7% |
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