+80.3%
AA vs KMX
+475.4%
-395.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | +5.0% | +11.7% | -6.7% | +1.6% |
| 3M | -35.8% | +34.9% | -70.7% | -41.6% |
| 6M | -18.4% | +50.3% | -68.7% | -28.9% |
| YTD | -5.5% | +63.8% | -69.3% | -20.1% |
| 1Y | +61.0% | +3.8% | +57.1% | +51.2% |
| 3Y | +66.2% | -24.3% | +90.5% | +69.1% |
| 5Y | +11.4% | -50.2% | +61.6% | +22.5% |
| 10Y | +116.9% | +5.4% | +111.5% | +95.7% |
| All | +80.3% | +475.4% | -395.1% | -1.8% |
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