+350.6%
RY vs KMX
+6.5%
+344.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | -0.5% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +6.1% | +3.0% | +3.1% | +5.3% |
| 3M | -3.4% | -7.8% | +4.4% | -2.1% |
| 6M | +12.8% | +34.3% | -21.5% | +5.0% |
| YTD | +21.0% | +40.2% | -19.2% | +10.4% |
| 1Y | +40.5% | +63.0% | -22.5% | +23.7% |
| 3Y | +159.9% | -14.5% | +174.4% | +154.1% |
| 5Y | +125.0% | -64.3% | +189.3% | +163.0% |
| 10Y | +350.6% | +2.8% | +347.8% | +283.8% |
| All | +350.6% | +6.5% | +344.1% | +283.8% |
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