+3,878.2%
AFL vs KMX
+450.6%
+3,427.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | -0.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -7.1% | +4.1% | -11.2% | -7.9% |
| 3M | +0.4% | +27.5% | -27.1% | -4.9% |
| 6M | +4.5% | +43.6% | -39.0% | -4.0% |
| YTD | +6.1% | +56.8% | -50.7% | -4.9% |
| 1Y | +10.6% | -1.3% | +11.9% | +6.9% |
| 3Y | +64.0% | -25.4% | +89.4% | +63.3% |
| 5Y | +133.7% | -53.9% | +187.6% | +147.4% |
| 10Y | +298.0% | +0.7% | +297.4% | +252.3% |
| All | +3,878.2% | +450.6% | +3,427.6% | +2,410.2% |
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