+41.6%
AA vs KMX
-2.3%
+43.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | +0.5% | +3.4% | -2.9% | -0.9% |
| 30D | -0.6% | +6.8% | -7.4% | -3.8% |
| 3M | -19.7% | -11.4% | -8.3% | -16.2% |
| 6M | -41.6% | +43.6% | -85.1% | -51.8% |
| YTD | -24.6% | +37.7% | -62.4% | -38.6% |
| 1Y | +4.9% | +53.0% | -48.1% | -18.9% |
| 3Y | +66.8% | -16.3% | +83.1% | +61.6% |
| 5Y | -19.4% | -64.2% | +44.8% | +14.4% |
| All | +41.6% | -2.3% | +43.9% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling