+6,706.0%
RY vs KMX
+475.4%
+6,230.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +3.1% | +1.9% | +1.2% | +2.8% |
| 30D | -0.3% | +11.7% | -12.0% | -2.0% |
| 3M | +8.7% | +34.9% | -26.2% | +3.4% |
| 6M | +28.5% | +50.3% | -21.7% | +19.7% |
| YTD | +25.1% | +63.8% | -38.7% | +14.6% |
| 1Y | +46.3% | +3.8% | +42.5% | +42.0% |
| 3Y | +154.9% | -24.3% | +179.2% | +155.7% |
| 5Y | +140.3% | -50.2% | +190.5% | +149.8% |
| 10Y | +377.0% | +5.4% | +371.7% | +330.6% |
| All | +6,706.0% | +475.4% | +6,230.6% | +4,827.3% |
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