+7,437.9%
AJG vs KMX
+450.2%
+6,987.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -8.5% | -3.4% | -5.1% | -8.1% |
| 30D | -3.8% | +4.0% | -7.8% | -4.2% |
| 3M | +10.8% | +24.8% | -14.0% | +7.6% |
| 6M | +15.6% | +43.6% | -28.0% | +9.9% |
| YTD | -5.1% | +56.6% | -61.8% | -11.0% |
| 1Y | -16.0% | +2.2% | -18.3% | -17.8% |
| 3Y | +9.7% | -25.4% | +35.2% | +9.7% |
| 5Y | +77.8% | -55.0% | +132.8% | +85.2% |
| 10Y | +478.2% | +9.6% | +468.6% | +434.1% |
| All | +7,437.9% | +450.2% | +6,987.7% | +5,773.8% |
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 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