+53.8%
S vs KMX
-16.1%
+69.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +2.9% | +6.6% |
| 7D | +1.6% | -4.1% | +5.6% | +2.7% |
| 30D | -10.5% | +2.9% | -13.3% | -11.3% |
| 3M | +9.9% | -7.0% | +16.9% | +11.4% |
| 6M | +41.8% | +34.1% | +7.6% | +27.1% |
| YTD | +56.8% | +40.0% | +16.8% | +35.6% |
| 1Y | +39.0% | +67.2% | -28.2% | +12.3% |
| 3Y | +53.8% | -13.4% | +67.3% | +53.7% |
| All | +53.8% | -16.1% | +69.9% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling