+131.7%
AG vs KMX
+5.0%
+126.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +19.2% | +11.7% | +7.5% | +17.5% |
| 3M | +6.2% | +34.9% | -28.7% | +2.4% |
| 6M | -26.7% | +50.3% | -76.9% | -31.1% |
| YTD | +26.1% | +63.8% | -37.7% | +18.7% |
| 1Y | +131.7% | +3.8% | +127.8% | +114.6% |
| All | +131.7% | +5.0% | +126.7% | +114.6% |
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