+2,101.3%
TROW vs KMX
+448.1%
+1,653.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -5.3% | +2.6% | -7.9% | -6.0% |
| 3M | +2.9% | +25.6% | -22.6% | -3.8% |
| 6M | +22.2% | +41.9% | -19.7% | +9.5% |
| YTD | +8.1% | +56.0% | -47.9% | -6.2% |
| 1Y | +5.8% | -1.8% | +7.6% | +1.7% |
| 3Y | +14.0% | -25.7% | +39.8% | +16.0% |
| 5Y | -38.3% | -54.7% | +16.5% | -30.3% |
| 10Y | +131.7% | +9.2% | +122.5% | +102.2% |
| All | +2,101.3% | +448.1% | +1,653.2% | +1,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling