-14.4%
RUN vs KMX
-7.0%
-7.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +6.3% |
| 7D | +10.2% | -0.7% | +10.9% | +10.4% |
| 30D | -9.6% | +4.1% | -13.7% | -12.1% |
| 3M | -31.5% | +27.5% | -59.0% | -42.1% |
| 6M | -18.7% | +43.6% | -62.3% | -37.6% |
| YTD | -49.9% | +56.8% | -106.6% | -63.9% |
| 1Y | -45.5% | -1.3% | -44.2% | -50.6% |
| 3Y | -34.1% | -25.4% | -8.7% | -28.0% |
| 5Y | -79.4% | -53.9% | -25.5% | -71.0% |
| 10Y | +48.9% | +0.7% | +48.3% | +30.3% |
| All | -14.4% | -7.0% | -7.4% | -13.7% |
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 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