+282.7%
AG vs KMX
-26.3%
+309.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | +12.5% | +2.6% | +9.9% | +12.0% |
| 3M | +28.2% | +25.6% | +2.6% | +23.3% |
| 6M | -18.8% | +41.9% | -60.7% | -24.3% |
| YTD | +27.4% | +56.0% | -28.6% | +17.2% |
| 1Y | +132.2% | -1.8% | +134.0% | +127.3% |
| All | +282.7% | -26.3% | +309.1% | +261.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling