-39.0%
TROW vs KMX
-54.8%
+15.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | -4.6% | +4.4% | -9.0% | -6.1% |
| 3M | -0.7% | +18.9% | -19.6% | -6.9% |
| 6M | +22.2% | +44.3% | -22.1% | +5.7% |
| YTD | +6.6% | +58.7% | -52.1% | -11.8% |
| 1Y | +5.8% | +0.1% | +5.7% | +1.6% |
| 3Y | +11.6% | -24.4% | +36.0% | +16.1% |
| All | -39.0% | -54.8% | +15.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling