+6,442.1%
RY vs KMX
+368.0%
+6,074.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.9% |
| 7D | -0.9% | -7.4% | +6.5% | +0.3% |
| 30D | +5.9% | -3.4% | +9.2% | +6.3% |
| 3M | -4.3% | -11.3% | +7.1% | -2.7% |
| 6M | +12.1% | +30.6% | -18.4% | +6.9% |
| YTD | +20.3% | +33.2% | -13.0% | +13.5% |
| 1Y | +41.0% | +66.7% | -25.7% | +28.3% |
| 3Y | +157.5% | -22.1% | +179.6% | +157.3% |
| 5Y | +123.2% | -66.7% | +189.9% | +146.9% |
| 10Y | +365.7% | +1.9% | +363.8% | +323.2% |
| All | +6,442.1% | +368.0% | +6,074.1% | +4,779.0% |
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 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