+12.4%
AA vs KMX
-54.2%
+66.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -0.6% | -1.9% | +1.2% | -0.2% |
| 30D | -1.6% | +2.6% | -4.1% | -2.5% |
| 3M | -29.8% | +25.6% | -55.4% | -35.1% |
| 6M | -16.6% | +41.9% | -58.5% | -26.9% |
| YTD | -4.0% | +56.0% | -60.1% | -19.1% |
| 1Y | +63.5% | -1.8% | +65.3% | +58.3% |
| 3Y | +86.8% | -25.7% | +112.5% | +96.0% |
| 5Y | +12.4% | -54.7% | +67.1% | +23.9% |
| All | +12.4% | -54.2% | +66.5% | +23.9% |
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