-17.8%
AA vs KMX
-64.3%
+46.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | -5.0% | +3.0% | -8.0% | -6.0% |
| 3M | -22.2% | -7.8% | -14.4% | -20.8% |
| 6M | -36.3% | +34.3% | -70.7% | -43.0% |
| YTD | -24.2% | +40.2% | -64.4% | -34.4% |
| 1Y | +3.9% | +63.0% | -59.1% | -14.9% |
| 3Y | +67.6% | -14.5% | +82.1% | +68.5% |
| All | -17.8% | -64.3% | +46.4% | +3.2% |
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 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