+195.5%
AMGN vs KMX
+11.6%
+183.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -13.7% | -3.1% | -10.6% | -13.2% |
| 30D | -8.8% | +4.4% | -13.2% | -9.4% |
| 3M | +7.2% | +18.9% | -11.7% | +4.0% |
| 6M | +1.3% | +44.3% | -43.0% | -5.2% |
| YTD | +17.6% | +58.7% | -41.0% | +8.2% |
| 1Y | +37.2% | +0.1% | +37.1% | +34.3% |
| 3Y | +57.7% | -24.4% | +82.2% | +58.5% |
| 5Y | +106.3% | -54.4% | +160.7% | +119.9% |
| All | +195.5% | +11.6% | +183.9% | +142.2% |
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