+68.0%
AEP vs KMX
-55.0%
+123.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.9% | -1.9% | +2.7% | +1.0% |
| 30D | +1.5% | +2.6% | -1.1% | +1.3% |
| 3M | -1.7% | +25.6% | -27.3% | -3.3% |
| 6M | -4.0% | +41.9% | -45.9% | -6.7% |
| YTD | +10.6% | +56.0% | -45.4% | +6.4% |
| 1Y | +18.6% | -1.8% | +20.4% | +18.5% |
| 3Y | +78.7% | -25.7% | +104.4% | +80.5% |
| All | +68.0% | -55.0% | +123.0% | +71.8% |
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