+17.4%
AGI vs KMX
+5.0%
+12.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +18.2% | +11.7% | +6.5% | +16.4% |
| 3M | -4.1% | +34.9% | -39.0% | -8.1% |
| 6M | -28.7% | +50.3% | -79.0% | -33.3% |
| YTD | -4.0% | +63.8% | -67.8% | -10.5% |
| 1Y | +17.4% | +3.8% | +13.6% | +7.6% |
| All | +17.4% | +5.0% | +12.4% | +7.6% |
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