-64.8%
AAL vs KMX
+11.6%
-76.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | -0.9% | -3.1% | +2.2% | +0.7% |
| 30D | -12.9% | +4.4% | -17.3% | -14.9% |
| 3M | -11.2% | +18.9% | -30.1% | -20.0% |
| 6M | +17.8% | +44.3% | -26.4% | -6.3% |
| YTD | -15.1% | +58.7% | -73.8% | -36.6% |
| 1Y | +0.5% | +0.1% | +0.3% | -7.2% |
| 3Y | -7.7% | -24.4% | +16.8% | -3.5% |
| 5Y | -31.3% | -54.4% | +23.1% | -9.2% |
| All | -64.8% | +11.6% | -76.4% | -72.6% |
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