+547.9%
AEHR vs KMX
+780.9%
-233.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.7% | +5.3% |
| 7D | +19.1% | -1.9% | +20.9% | +19.4% |
| 30D | -10.0% | +2.6% | -12.6% | -10.7% |
| 3M | +1.3% | +25.6% | -24.3% | -3.3% |
| 6M | +133.8% | +41.9% | +91.9% | +117.3% |
| YTD | +373.3% | +56.0% | +317.3% | +332.4% |
| 1Y | +256.2% | -1.8% | +257.9% | +252.5% |
| 3Y | +93.2% | -25.7% | +119.0% | +101.7% |
| 5Y | +793.1% | -54.7% | +847.8% | +898.8% |
| 10Y | +3,753.2% | +9.2% | +3,744.1% | +3,658.0% |
| All | +547.9% | +780.9% | -233.1% | +360.4% |
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