+44.7%
RY vs KMX
-0.2%
+44.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -2.9% | -3.4% | +0.5% | -2.6% |
| 30D | -2.0% | +4.0% | -6.1% | -2.3% |
| 3M | +4.9% | +24.8% | -19.9% | +3.1% |
| 6M | +26.1% | +43.6% | -17.5% | +22.3% |
| YTD | +22.4% | +56.6% | -34.3% | +18.0% |
| 1Y | +44.7% | +2.2% | +42.5% | +42.0% |
| All | +44.7% | -0.2% | +44.9% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling