+25.8%
AME vs KMX
-0.2%
+26.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | 0.0% | -3.4% | +3.4% | +0.3% |
| 30D | -8.6% | +4.0% | -12.6% | -9.0% |
| 3M | +5.8% | +24.8% | -19.0% | +3.1% |
| 6M | +3.8% | +43.6% | -39.8% | -0.7% |
| YTD | +14.4% | +56.6% | -42.2% | +8.9% |
| 1Y | +25.8% | +2.2% | +23.5% | +22.8% |
| All | +25.8% | -0.2% | +26.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling