+348.6%
RY vs KMX
-2.3%
+350.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +0.6% | +3.4% | -2.8% | -0.1% |
| 30D | +5.0% | +6.8% | -1.8% | +3.5% |
| 3M | -5.3% | -11.4% | +6.1% | -3.3% |
| 6M | +13.8% | +43.6% | -29.7% | +4.6% |
| YTD | +21.0% | +37.7% | -16.8% | +10.7% |
| 1Y | +40.5% | +53.0% | -12.5% | +25.4% |
| 3Y | +159.7% | -16.3% | +176.0% | +155.0% |
| 5Y | +124.3% | -64.2% | +188.6% | +161.8% |
| All | +348.6% | -2.3% | +350.9% | +284.2% |
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