+5,453.2%
AGI vs KMX
+472.8%
+4,980.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +11.3% | +2.6% | +8.7% | +11.0% |
| 3M | +5.6% | +25.6% | -19.9% | +3.1% |
| 6M | -27.7% | +41.9% | -69.5% | -30.4% |
| YTD | -4.1% | +56.0% | -60.1% | -8.6% |
| 1Y | +13.8% | -1.8% | +15.6% | +12.4% |
| 3Y | +217.0% | -25.7% | +242.8% | +217.1% |
| 5Y | +404.3% | -54.7% | +459.1% | +418.9% |
| 10Y | +400.5% | +9.2% | +391.3% | +352.1% |
| All | +5,453.2% | +472.8% | +4,980.3% | +4,352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling