-54.3%
S vs KMX
-53.6%
-0.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -1.2% | -1.9% | +0.6% | -0.5% |
| 30D | -12.6% | +2.6% | -15.1% | -13.7% |
| 3M | +27.6% | +25.6% | +2.0% | +13.9% |
| 6M | +35.5% | +41.9% | -6.4% | +12.2% |
| YTD | +29.6% | +56.0% | -26.4% | +1.4% |
| 1Y | +8.1% | -1.8% | +9.9% | +2.7% |
| 3Y | +14.8% | -25.7% | +40.5% | +20.6% |
| 5Y | -70.6% | -54.7% | -15.8% | -59.3% |
| All | -54.3% | -53.6% | -0.6% | -36.9% |
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