+64.2%
AIG vs KMX
+11.6%
+52.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -1.2% | -3.1% | +2.0% | -0.2% |
| 30D | -1.1% | +4.4% | -5.5% | -2.6% |
| 3M | +0.7% | +18.9% | -18.2% | -5.9% |
| 6M | -2.2% | +44.3% | -46.5% | -15.6% |
| YTD | -10.8% | +58.7% | -69.5% | -26.5% |
| 1Y | -2.0% | +0.1% | -2.1% | -7.1% |
| 3Y | +34.8% | -24.4% | +59.3% | +34.8% |
| 5Y | +55.0% | -54.4% | +109.5% | +82.0% |
| All | +64.2% | +11.6% | +52.5% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling