+459.5%
AJG vs KMX
+11.6%
+447.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.5% |
| 7D | -8.3% | -3.1% | -5.2% | -7.7% |
| 30D | -5.7% | +4.4% | -10.1% | -6.4% |
| 3M | +9.1% | +18.9% | -9.8% | +5.1% |
| 6M | +15.2% | +44.3% | -29.1% | +6.2% |
| YTD | -6.3% | +58.7% | -65.0% | -15.7% |
| 1Y | -19.1% | +0.1% | -19.2% | -21.2% |
| 3Y | +8.2% | -24.4% | +32.7% | +8.5% |
| 5Y | +75.6% | -54.4% | +130.1% | +93.5% |
| All | +459.5% | +11.6% | +447.9% | +353.2% |
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