-47.8%
S vs KMX
-59.1%
+11.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +2.0% | +3.4% | -1.4% | +0.7% |
| 30D | -2.7% | +6.8% | -9.5% | -5.6% |
| 3M | -6.9% | -11.4% | +4.5% | -3.1% |
| 6M | +38.1% | +43.6% | -5.5% | +14.3% |
| YTD | +48.0% | +37.7% | +10.3% | +21.1% |
| 1Y | +34.5% | +53.0% | -18.5% | +4.2% |
| 3Y | +38.3% | -16.3% | +54.6% | +33.4% |
| 5Y | -70.9% | -64.2% | -6.7% | -55.2% |
| All | -47.8% | -59.1% | +11.3% | -24.7% |
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