+53.1%
AIG vs KMX
-54.8%
+107.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -1.2% | -3.1% | +2.0% | -0.7% |
| 30D | -1.1% | +4.4% | -5.5% | -1.8% |
| 3M | +0.7% | +18.9% | -18.2% | -2.6% |
| 6M | -2.2% | +44.3% | -46.5% | -9.2% |
| YTD | -10.8% | +58.7% | -69.5% | -19.2% |
| 1Y | -2.0% | +0.1% | -2.1% | -3.7% |
| 3Y | +34.8% | -24.4% | +59.3% | +37.6% |
| All | +53.1% | -54.8% | +107.9% | +67.9% |
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 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