-62.3%
W vs KMX
-54.2%
-8.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | +5.9% | -1.9% | +7.8% | +7.4% |
| 30D | -3.0% | +2.6% | -5.6% | -5.5% |
| 3M | +40.3% | +25.6% | +14.8% | +13.7% |
| 6M | +32.2% | +41.9% | -9.6% | -7.3% |
| YTD | -0.3% | +56.0% | -56.3% | -36.6% |
| 1Y | +16.2% | -1.8% | +17.9% | +3.5% |
| 3Y | +40.7% | -25.7% | +66.4% | +63.7% |
| 5Y | -62.3% | -54.7% | -7.6% | -33.6% |
| All | -62.3% | -54.2% | -8.2% | -33.6% |
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