-44.9%
S vs KMX
-58.3%
+13.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | -10.8% | +3.0% | -13.8% | -12.2% |
| 3M | +5.4% | -7.8% | +13.2% | +7.9% |
| 6M | +41.2% | +34.3% | +6.9% | +20.4% |
| YTD | +56.2% | +40.2% | +16.0% | +26.8% |
| 1Y | +36.3% | +63.0% | -26.7% | +2.5% |
| 3Y | +49.4% | -14.5% | +63.9% | +42.7% |
| 5Y | -66.9% | -64.3% | -2.5% | -49.0% |
| All | -44.9% | -58.3% | +13.5% | -21.1% |
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