+67.3%
AG vs KMX
-54.8%
+122.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.2% | -4.9% |
| 7D | -5.8% | -3.4% | -2.4% | -5.3% |
| 30D | +6.4% | +4.0% | +2.3% | +5.6% |
| 3M | +28.4% | +24.8% | +3.6% | +23.3% |
| 6M | -24.5% | +43.6% | -68.1% | -29.8% |
| YTD | +21.2% | +56.6% | -35.4% | +11.1% |
| 1Y | +114.1% | +2.2% | +111.9% | +107.9% |
| 3Y | +268.0% | -25.4% | +293.5% | +270.3% |
| 5Y | +67.3% | -55.0% | +122.3% | +76.6% |
| All | +67.3% | -54.8% | +122.2% | +76.6% |
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 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