+304.9%
AEM vs KMX
-54.8%
+359.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.8% |
| 7D | -2.1% | -3.1% | +1.0% | -1.9% |
| 30D | +8.4% | +4.4% | +4.0% | +8.1% |
| 3M | +27.3% | +18.9% | +8.4% | +25.6% |
| 6M | -9.7% | +44.3% | -53.9% | -12.5% |
| YTD | +19.0% | +58.7% | -39.7% | +14.6% |
| 1Y | +31.5% | +0.1% | +31.4% | +29.6% |
| 3Y | +338.7% | -24.4% | +363.1% | +335.2% |
| All | +304.9% | -54.8% | +359.6% | +288.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling