-36.1%
AAL vs KMX
-53.9%
+17.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -19.0% | +4.1% | -23.1% | -20.5% |
| 3M | -5.1% | +27.5% | -32.6% | -15.4% |
| 6M | +15.5% | +43.6% | -28.1% | -4.3% |
| YTD | -15.8% | +56.8% | -72.5% | -33.6% |
| 1Y | -0.3% | -1.3% | +1.0% | -5.0% |
| 3Y | -7.7% | -25.4% | +17.7% | -1.4% |
| All | -36.1% | -53.9% | +17.9% | -16.9% |
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