-22.5%
AAL vs KMX
+244.8%
-267.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +3.4% | -2.3% | +5.7% | +4.9% |
| 30D | +11.7% | +6.3% | +5.4% | +7.9% |
| 3M | -7.8% | -7.4% | -0.4% | -4.2% |
| 6M | +10.2% | +37.9% | -27.7% | -10.9% |
| YTD | -8.0% | +39.5% | -47.5% | -28.8% |
| 1Y | +8.5% | +57.9% | -49.3% | -22.4% |
| 3Y | +19.5% | -15.0% | +34.5% | +15.0% |
| 5Y | -33.9% | -64.1% | +30.2% | -0.5% |
| 10Y | -66.0% | -1.6% | -64.4% | -75.1% |
| All | -22.5% | +244.8% | -267.3% | -83.0% |
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