+199.0%
AMD vs KMX
-66.8%
+265.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +11.9% |
| 7D | -11.0% | -7.4% | -3.7% | -8.4% |
| 30D | -30.5% | -3.4% | -27.1% | -29.9% |
| 3M | -8.2% | -11.3% | +3.1% | -4.9% |
| 6M | +6.6% | +30.6% | -24.0% | -6.7% |
| YTD | +109.7% | +33.2% | +76.4% | +77.0% |
| 1Y | +88.9% | +66.7% | +22.2% | +43.1% |
| 3Y | +301.8% | -22.1% | +323.9% | +298.4% |
| All | +199.0% | -66.8% | +265.8% | +395.6% |
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