+44.6%
AA vs KMX
+392.6%
-348.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +1.2% | +1.5% | -0.3% | +0.9% |
| 30D | -5.0% | +3.0% | -8.0% | -6.0% |
| 3M | -22.2% | -7.8% | -14.4% | -20.9% |
| 6M | -36.3% | +34.3% | -70.7% | -42.5% |
| YTD | -24.2% | +40.2% | -64.4% | -33.3% |
| 1Y | +3.9% | +63.0% | -59.1% | -12.7% |
| 3Y | +67.6% | -14.5% | +82.1% | +64.7% |
| 5Y | -8.8% | -64.3% | +55.5% | +10.1% |
| 10Y | +45.0% | +2.8% | +42.2% | +32.0% |
| All | +44.6% | +392.6% | -348.0% | -18.1% |
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