+52.5%
V vs KMX
-25.6%
+78.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +1.9% | +4.1% | -2.2% | +1.4% |
| 3M | +15.5% | +27.5% | -12.0% | +12.2% |
| 6M | +16.6% | +43.6% | -26.9% | +11.1% |
| YTD | +5.7% | +56.8% | -51.0% | -0.9% |
| 1Y | +8.6% | -1.3% | +9.9% | +8.4% |
| 3Y | +52.5% | -25.4% | +77.9% | +51.7% |
| All | +52.5% | -25.6% | +78.1% | +51.7% |
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