+6,882.0%
AMD vs KMX
+6.1%
+6,875.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | -0.9% | +11.7% | -12.6% | -5.1% |
| 3M | -8.7% | +34.9% | -43.6% | -19.4% |
| 6M | +136.3% | +50.3% | +86.1% | +97.8% |
| YTD | +123.0% | +63.8% | +59.2% | +78.4% |
| 1Y | +195.2% | +3.8% | +191.3% | +175.0% |
| 3Y | +336.3% | -24.3% | +360.6% | +345.6% |
| 5Y | +334.5% | -50.2% | +384.7% | +406.0% |
| All | +6,882.0% | +6.1% | +6,875.9% | +5,722.7% |
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