-27.6%
AAL vs KMX
+240.5%
-268.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.8% |
| 7D | -0.1% | +3.4% | -3.5% | -1.8% |
| 30D | +11.7% | +6.8% | +4.9% | +7.6% |
| 3M | -12.5% | -11.4% | -1.2% | -6.8% |
| 6M | +3.6% | +43.6% | -39.9% | -18.1% |
| YTD | -14.1% | +37.7% | -51.8% | -33.0% |
| 1Y | +0.8% | +53.0% | -52.2% | -26.6% |
| 3Y | +11.8% | -16.3% | +28.1% | +8.6% |
| 5Y | -35.1% | -64.2% | +29.1% | -2.2% |
| 10Y | -68.3% | -2.8% | -65.4% | -76.6% |
| All | -27.6% | +240.5% | -268.1% | -84.0% |
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