+3,987.1%
AMGN vs KMX
+448.1%
+3,539.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -11.6% | -1.9% | -9.8% | -11.4% |
| 30D | -5.7% | +2.6% | -8.2% | -5.9% |
| 3M | +14.2% | +25.6% | -11.4% | +10.8% |
| 6M | +5.2% | +41.9% | -36.7% | +0.1% |
| YTD | +22.0% | +56.0% | -34.0% | +14.5% |
| 1Y | +43.6% | -1.8% | +45.4% | +41.5% |
| 3Y | +65.0% | -25.7% | +90.7% | +65.9% |
| 5Y | +112.0% | -54.7% | +166.8% | +121.0% |
| 10Y | +216.6% | +9.2% | +207.4% | +188.4% |
| All | +3,987.1% | +448.1% | +3,539.0% | +2,452.8% |
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