+3,912.3%
AEHR vs KMX
+11.6%
+3,900.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +9.8% | -3.1% | +12.9% | +11.2% |
| 30D | -26.7% | +4.4% | -31.2% | -28.6% |
| 3M | -8.1% | +18.9% | -27.0% | -16.0% |
| 6M | +123.1% | +44.3% | +78.8% | +84.3% |
| YTD | +369.0% | +58.7% | +310.3% | +270.0% |
| 1Y | +256.4% | +0.1% | +256.3% | +240.5% |
| 3Y | +96.4% | -24.4% | +120.8% | +111.0% |
| 5Y | +836.6% | -54.4% | +891.0% | +1,075.1% |
| All | +3,912.3% | +11.6% | +3,900.7% | +4,037.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling