+33.4%
AG vs KMX
+35.0%
-1.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.9% | +8.5% |
| 7D | -2.6% | +2.1% | -4.7% | -3.0% |
| 30D | -12.1% | +0.5% | -12.6% | -12.3% |
| 3M | -6.6% | -4.1% | -2.5% | -6.1% |
| 6M | -20.5% | +49.5% | -70.0% | -26.3% |
| YTD | -7.4% | +42.7% | -50.1% | -13.9% |
| 1Y | +33.4% | +35.3% | -1.9% | +24.4% |
| All | +33.4% | +35.0% | -1.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling