-65.3%
AAOX vs KMX
+42.5%
-107.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.3% | +15.5% | +10.9% |
| 7D | +15.2% | -0.7% | +15.9% | +15.0% |
| 30D | -40.3% | +4.1% | -44.4% | -40.3% |
| 3M | -81.2% | +27.5% | -108.7% | -81.1% |
| All | -65.3% | +42.5% | -107.8% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling