-27.8%
AAL vs KMX
+304.9%
-332.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.6% |
| 7D | -3.7% | +1.9% | -5.6% | -4.8% |
| 30D | -20.8% | +11.7% | -32.5% | -25.9% |
| 3M | -1.3% | +34.9% | -36.2% | -18.4% |
| 6M | +5.4% | +50.3% | -44.9% | -20.4% |
| YTD | -14.4% | +63.8% | -78.1% | -39.3% |
| 1Y | +2.1% | +3.8% | -1.7% | -9.8% |
| 3Y | -10.6% | -24.3% | +13.7% | -8.1% |
| 5Y | -32.2% | -50.2% | +18.0% | -17.0% |
| 10Y | -62.7% | +5.4% | -68.1% | -73.8% |
| All | -27.8% | +304.9% | -332.8% | -85.5% |
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