+134.5%
AFL vs KMX
-54.8%
+189.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.3% | -3.4% | +0.1% | -3.0% |
| 30D | -5.0% | +4.0% | -9.0% | -5.4% |
| 3M | -1.8% | +24.8% | -26.5% | -4.2% |
| 6M | +4.8% | +43.6% | -38.8% | +0.2% |
| YTD | +5.4% | +56.6% | -51.2% | -0.6% |
| 1Y | +9.0% | +2.2% | +6.7% | +7.9% |
| 3Y | +63.0% | -25.4% | +88.5% | +66.4% |
| 5Y | +134.5% | -55.0% | +189.5% | +155.4% |
| All | +134.5% | -54.8% | +189.3% | +155.4% |
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 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