+384.7%
AGI vs KMX
-54.8%
+439.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | +7.2% | +4.4% | +2.8% | +6.8% |
| 3M | +4.3% | +18.9% | -14.6% | +2.4% |
| 6M | -27.1% | +44.3% | -71.4% | -30.0% |
| YTD | -6.6% | +58.7% | -65.3% | -11.1% |
| 1Y | +9.5% | +0.1% | +9.4% | +7.3% |
| 3Y | +208.4% | -24.4% | +232.9% | +204.8% |
| All | +384.7% | -54.8% | +439.5% | +370.8% |
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