+330.6%
AEM vs KMX
-26.1%
+356.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -5.0% | -3.4% | -1.7% | -4.8% |
| 30D | +8.5% | +4.0% | +4.4% | +8.2% |
| 3M | +29.3% | +24.8% | +4.5% | +27.2% |
| 6M | -12.9% | +43.6% | -56.5% | -15.6% |
| YTD | +16.8% | +56.6% | -39.9% | +12.8% |
| 1Y | +29.8% | +2.2% | +27.6% | +27.2% |
| All | +330.6% | -26.1% | +356.7% | +307.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling