+373.9%
RY vs KMX
+0.4%
+373.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | -1.0% | +4.1% | -5.1% | -1.9% |
| 3M | +7.6% | +27.5% | -19.9% | +1.9% |
| 6M | +29.5% | +43.6% | -14.1% | +18.7% |
| YTD | +24.2% | +56.8% | -32.6% | +11.1% |
| 1Y | +46.4% | -1.3% | +47.7% | +42.7% |
| 3Y | +159.4% | -25.4% | +184.8% | +162.4% |
| 5Y | +141.8% | -53.9% | +195.7% | +163.9% |
| 10Y | +373.9% | +0.7% | +373.2% | +303.1% |
| All | +373.9% | +0.4% | +373.4% | +303.1% |
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