+196.7%
W vs KMX
+15.4%
+181.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | +0.2% | +3.4% | -3.2% | -2.1% |
| 30D | +6.8% | +6.8% | 0.0% | +2.0% |
| 3M | +10.7% | -11.4% | +22.0% | +18.7% |
| 6M | +86.3% | +43.6% | +42.8% | +41.3% |
| YTD | +11.5% | +37.7% | -26.3% | -16.1% |
| 1Y | +5.1% | +53.0% | -47.9% | -27.1% |
| 3Y | +171.0% | -16.3% | +187.3% | +180.1% |
| 5Y | -56.6% | -64.2% | +7.6% | -20.1% |
| 10Y | +213.4% | -2.8% | +216.3% | +210.1% |
| All | +196.7% | +15.4% | +181.3% | +170.2% |
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